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From |
"Sheng Wang" <wang.589@osu.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: interaction term in negative binomial regression |

Date |
Fri, 15 Apr 2005 09:40:23 -0400 |

Dear Scott: This is very helpful. Thank you! Just want to clarify. About the output you had, was that based mean-centered mpg or not? Because if I don't center my continuous variable, I would have some s.e. of above 4 while if I center it first before running the regression, all s.e. were below 1. Does that make a difference? Thanks again! Sheng -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott Merryman Sent: Thursday, April 14, 2005 10:35 PM To: statalist@hsphsun2.harvard.edu Subject: st: RE: interaction term in negative binomial regression One way, would be to compare the predicted probabilities which can conveniently done with -prvalue- (which is part of J. Scott Long's -spostado- package). For example: . sysuse auto (1978 Automobile Data) . gen foreXmpg = foreign*mpg . poisson rep mpg foreign foreXmpg Iteration 0: log likelihood = -112.63814 Iteration 1: log likelihood = -112.63814 Poisson regression Number of obs = 69 LR chi2(3) = 7.08 Prob > chi2 = 0.0694 Log likelihood = -112.63814 Pseudo R2 = 0.0305 ---------------------------------------------------------------------------- rep78 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+-------------------------------------------------------------- mpg | .0113925 .0172281 0.66 0.508 -.0223738 .0451589 foreign | .4614341 .5658458 0.82 0.415 -.6476034 1.570472 foreXmpg | -.0069618 .024157 -0.29 0.773 -.0543087 .0403851 _cons | .8814441 .3510788 2.51 0.012 .1933423 1.569546 ---------------------------------------------------------------------------- . prvalue , x(foreign = 0 foreX = 0) rest(mean) poisson: Predictions for rep78 Predicted rate: 3.08 95% CI [2.6 , 3.65] Predicted probabilities: Pr(y=0|x): 0.0461 Pr(y=1|x): 0.1418 Pr(y=2|x): 0.2182 Pr(y=3|x): 0.2238 Pr(y=4|x): 0.1722 Pr(y=5|x): 0.1060 Pr(y=6|x): 0.0543 Pr(y=7|x): 0.0239 Pr(y=8|x): 0.0092 Pr(y=9|x): 0.0031 mpg foreign foreXmpg x= 21.289855 0 0 . qui sum mpg . local mean = r(mean) . prvalue , x(foreign = 1 foreX = `mean') rest(mean) poisson: Predictions for rep78 Predicted rate: 4.21 95% CI [3.28 , 5.4] Predicted probabilities: Pr(y=0|x): 0.0149 Pr(y=1|x): 0.0626 Pr(y=2|x): 0.1317 Pr(y=3|x): 0.1847 Pr(y=4|x): 0.1943 Pr(y=5|x): 0.1636 Pr(y=6|x): 0.1147 Pr(y=7|x): 0.0690 Pr(y=8|x): 0.0363 Pr(y=9|x): 0.0170 mpg foreign foreXmpg x= 21.289855 1 21.297297 Hope this helps, Scott > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Sheng Wang > Sent: Monday, April 11, 2005 2:42 PM > To: statalist@hsphsun2.harvard.edu > Subject: st: interaction term in negative binomial regression > > Dear all: > > I have a question about how to interpret the interaction term in negative > binomial regression results. > > Below is the section from the stata output, gender and usage are two > control > variables. Dummy is a dummy variable created for 2 conditions (0 or 1). > Extraversion is considered a continuous variable (1-5), and interaction is > a > product of the dummy variable and the mean-centered extraversion. I'd like > to understand the different relationships between extraversion and > quantity > under condition =0 or condition =1? How can I calculate if there is a > stronger relationship between extraversion and quantity under the two > different conditions? > > > Quantity | Coef. Std. Err. z P>|z| [95% Conf. > Interval] > -------------+------------------------------------------------------------ > -- > -- > gender | 1.215867 .3982474 3.05 0.002 .4353161 > 1.996417 > usage | .2103553 .1310798 1.60 0.109 -.0465563 > .467267 > dummy | 4.035392 .6155144 6.56 0.000 2.829006 > 5.241778 > extraversion | 1.946443 1.131335 1.72 0.085 -.2709335 > 4.163819 > interaction | -2.616264 1.203618 -2.17 0.030 -4.975313 > -.2572159 > _cons | -10.07717 4.202655 -2.40 0.016 -18.31423 > -1.840122 > -------------+------------------------------------------------------------ > -- > -- > > > I would really appreciate any assistance with this issue. > > Sincerely, > > Sheng Wang > The Ohio State University > > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: RE: interaction term in negative binomial regression***From:*"Scott Merryman" <smerryman@kc.rr.com>

**References**:**st: RE: interaction term in negative binomial regression***From:*"Scott Merryman" <smerryman@kc.rr.com>

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