In this study we assessed the usefulness of a multifaceted teaching framework in an advanced statistics course. We sought to expand on past findings by using this framework to assess changes in anxiety and self-efficacy, and we collected focus group data to ascertain whether students attribute such changes to a multifaceted teaching approach. Statistics anxiety significantly decreased and students' current statistics self-efficacy increased. Further, course performance was positively correlated with self-efficacy and a strong negative relationship between statistics anxiety and self-efficacy was documented. Focus group data suggested students appreciated aspects of this teaching framework and that they thought it served to reduce anxiety. In addition to this teaching framework, two instructional techniques were used to teach two specific statistical concepts. These techniques did not result in significant performance differences; however, students reported enjoying the activities and encouraged their use in future classes. Overall, this study suggests a multifaceted teaching framework may be useful in helping graduate students overcome anxiety and increase self-efficacy when completing an advanced statistics course. The research presented here adds to the growing literature concerning the importance of non-cognitive factors when teaching statistics. Limitations and directions for future research are discussed.