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st: interaction effect without one of main effects


From   Mary Lee <marylee727@rogers.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: interaction effect without one of main effects
Date   Thu, 17 Feb 2005 08:15:13 -0500 (EST)

Dear all,

Stata has a unique option in -xi-
i.varname1|varname3 creates dummies for categorical
variable varname1 and includes continuous varname3: 
all interactions and main effect of varname3, but not
main effect of varname1. I'm wondering when we can use
this option. Don't we have to always include both main
effects in the model if we want to estimate the
associated interaction effect??  

Stata manual gives the following example, 
xi: logistic outcome bp i.agegrp|weight
My guess is that we can use such a specification if
our focus is to examine the effect of 'weight' on
'outcome' which is conditional on 'age grp', while the
main effect of 'agegrp' on 'outcome is not
theoretically meaningful. Yet, I'm not statistically
or theoretically convinced whether we are allowed to
estimate the interaction effect without one of the
main effects. I tried to find out any statistical and
theoretical justifications for such a model
specification, but no success....

Can anyone help me understand the usage of
'i.varname1|varname3'? How do I interpret the result
of the interaction term in this case? Are there any
books or articles explaining the interaction effect
without the main effect?

Thank you in advance,
Mary        


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