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From |
"Scott Merryman" <smerryman@kc.rr.com> |

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

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

Date |
Fri, 15 Apr 2005 13:29:34 -0500 |

Sheng, No. Though does it matter? Though it may change the standard error (and coefficient) of your dummy variable, the marginal effect and the standard error depend on both the dummy variable and interaction term. For example: . sysuse auto, clear (1978 Automobile Data) . gen foreXmpg = foreign*mpg . center mpg . gen forXc_mpg = foreign*c_mpg . reg price mpg foreign foreXmpg, nohead --------------------------------------------------------------------------- price | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+------------------------------------------------------------- mpg | -329.2551 74.98545 -4.39 0.000 -478.8088 -179.7013 foreign | -13.58741 2634.664 -0.01 0.996 -5268.258 5241.084 foreXmpg | 78.88826 112.4812 0.70 0.485 -145.4485 303.225 _cons | 12600.54 1527.888 8.25 0.000 9553.261 15647.81 ---------------------------------------------------------------------------- . reg price c_mpg foreign forXc_mpg, nohead --------------------------------------------------------------------------- price | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+------------------------------------------------------------- c_mpg | -329.2551 74.98545 -4.39 0.000 -478.8088 -179.7013 foreign | 1666.519 717.217 2.32 0.023 236.075 3096.963 forXc_mpg | 78.88826 112.4812 0.70 0.485 -145.4485 303.225 _cons | 5588.295 369.0945 15.14 0.000 4852.159 6324.431 ---------------------------------------------------------------------------- It would be incorrect to say that the effect of car type (the dummy variable _foreign_) is statistically insignificant in the first regression (with uncentered interaction term) and statistically significant in the second regression (with the centered interaction term). In fact, the marginal effect and standard error of _foreign_ is the same in both models. Hope this helps, Scott > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Sheng Wang > Sent: Friday, April 15, 2005 8:40 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: RE: RE: interaction term in negative binomial regression > > > 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 > * * 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: RE: interaction term in negative binomial regression***From:*"Sheng Wang" <wang.589@osu.edu>

**References**:**st: RE: RE: interaction term in negative binomial regression***From:*"Sheng Wang" <wang.589@osu.edu>

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