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st: Basic regression interaction term question


From   "Michael I. Lichter" <mlichter@buffalo.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Basic regression interaction term question
Date   Fri, 10 Oct 2008 13:53:11 -0400

This is a pretty basic question, but I haven't been able to find any examples in the lit with this particular configuration ...

Suppose you regress Y on A and B, and you expect an interaction between A and B.

In the regression Y = A + B, the coefficient for B is not significant, but you have reason to think that it will be significant once you introduce the interaction term.

However, in the regression Y = A + B + AB, the coefficient for B remains non-significant even though the coefficient for AB is significant. Yet, "test A B AB" is significant.

Is it reasonable to treat this as a significant interaction?

What if AB is not significant either but "test A B AB" is still significant?

Michael
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