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Re: st: Basic regression interaction term question


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Basic regression interaction term question
Date   Fri, 10 Oct 2008 20:24:03 +0200

Yes. What's important is the coefficient of the AB term. The test A B AB is simply the F-test that the coefficients are simultaneously different from zero. If you care about interaction, AB is what is important, regardless of the significance of B or A or A B or A B AB..

Here is an interesting paper about this question: Bedeian, A. G., and Mossholder, K. W. Simple Question, Not so Simple Answer: Interpreting Interaction Terms in Moderated Multiple Regression. Journal of Management, 1994, 20, 159-165 (get it here: http://www.bus.lsu.edu/management/faculty/abedeian/articles/SimpleQues-JOM1994.pdf ).

Best,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
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Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

http://www.hec.unil.ch/people/jantonakis&cl=en
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Michael I. Lichter wrote:
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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