I've just given a workshop on moderated multiple regression as part of a new Psychology Research Methods series at work. Here is the abstract:

Most psychologists are highly familiar with the analysis and interpretation of interaction effects in factorial analysis of variance (ANOVA). In ANOVA these interactions are between categorical independent variables (e.g., experimental conditions). What many researchers do not realize is that interaction effects in ANOVA are a special case of interaction effects in multiple regression which can be computed in much the same way. A common, but unnecessary and inappropriate, strategy for dealing with interaction effects between continuous independent variables is to turn them into categorical ones (e.g., by a median split).
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