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I would like to ask a question which is very important for my phd thesis. I have a moderator variable which has 3 categories and I would like to see if these categorical groups differ from each other. I searched a lot but couldnt find a proper answer. People generally show how to do it only with 2 categories, for example: gender. I draw a simple model and attached it here. I would appreciate a lot if you could help me.

I would use the actual age as a single continuous moderator. Thereby, you do not lose any information. Alternatively, compare the third of the youngest against the third of the oldest (leave the middle third out) in a multigroup analysis.

Sir, thank you very much. The model I drew here was just an example actually. My moderator variable is the degree of anxiety (low, medium and high) but as I understand, it is also valid for my moderator variable too.