The purpose of this study was to analyze the level of self-efficacy, to investigate the association between self-efficacy with other four variables, to determine the main factor influencing the self-efficacy and to determine the moderating effect of the gender between the self-efficacy and other four variables of postgraduate students in performing the quantitative research data. The study was done in the Faculty of Administrative Science & Policy Studies (FSPPP). It was found that the students do not possess clear understanding of the quantitative research data in which caused the students misapplication in the researched and this affect their self-efficacy subsequently affect their performance. For this study, the method that is being used was done through the quantitative approach. This study involved a total of 144 respondents which are from the Faculty of Administrative Science & Policy Studies postgraduate students that have experience in quantitative research data. Few analyses have been done in order to meet research objective and hypotheses such multiple regression and PROCESS. From the study it was found out that the postgraduate students have moderate level of self-efficacy in performing quantitative research data. Through multiple regression analysis, the results show that mastery experience and verbal persuasion have a significant relationship, while vicarious experience and physiological states have no significant relationship with self-efficacy. Thus, it indicated that mastery experience is the most influential factor influence the self-efficacy. However, gender as a moderator variable has no effect on the relationship between independent and dependent variables. In conclusion, since mastery experience the main factor influenced the self-efficacy of the postgraduate students, thus, some actions need to be taken by university and educators to enhance the postgraduate mastery experience subsequently increases the level of the students’ self-efficacy in performing the quantitative research data.
