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st: splines with interactions

From   Dan MacNulty <>
Subject   st: splines with interactions
Date   Wed, 16 May 2007 09:50:38 -0700

Dear Stata Users,
I'm modeling body growth using the -mkspline- command and I was looking for some advice on how to include interactions between the splines and gender. Specifically, if my model has 3 splines (age_1, age_2, age_3), is it necessary, from a statistical perspective, to include a gender interaction for the third spline (age_3*sex) even if only the gender interaction with the second spline (age_2*sex) is significant. In other words, does a model such as weight = age_1 + age_2 + age_3 + sex + age_2*sex, violate any assumptions? Likewise, if the model had a significant interaction with the first spline (age_1*sex) is it also necessary to include both age_2*sex and age_3*sex, even if these are not significant?

Any insights would be most welcome.

Dan MacNulty
University of Minnesota
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