A significant portion of mathematics education research has focused on factors that impact student pursuit of science, technology, engineering and mathematics (STEM). Low rates of STEM student enrollment combined with high drop-out rates have consistently drawn attention from educators, administrators and policy-makers at all levels. Many studies have been dedicated to the investigation of the influential factors that exacerbate this problem, and one factor that has been cited consistently is the learning experience in a specific introductory mathematics course -- first-semester calculus. Research has shown strong relationships between STEM persistence and student affect in this context including their attitudes, beliefs, confidence and enjoyment related to mathematics, and between persistence and student perceptions of pedagogy in these courses. In this paper, we extend prior work by the authors by investigating the impact of three different Calculus I course settings on these relationships and find that some course structures have a moderating effect on these relationships. We present those results and indicate some possible ways to leverage pedagogical structures to improve student persistence in pursuing a STEM major.