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Re: st: single p-value for categorical variables and interactions


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: single p-value for categorical variables and interactions
Date   Thu, 16 Nov 2006 08:58:58 +0000 (GMT)

--- Clive Nicholas <Clive.Nicholas@newcastle.ac.uk> wrote:
> Yes, but don't forget that you need to include _all_ the constituent
> variables along with the interactions in order to obtain both the
> correct parameter values and the p-values, otherwise you assume
> -foreign- and -rep78- to equal 0: and that's almost never the case.

True, though I usually solve that problem by thinking carefully about
what 0 should be in each variable, almost always I want it to be at
least a value that is within the observed range of the variable (and I
failed to do that in my example, sorry). For instance if I interact
with a variable year of birth I usually subtract a number like 1950
from the birthyear variable.

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

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