# Re: st: Basic regression interaction term question

 From "Michael I. Lichter" To statalist@hsphsun2.harvard.edu Subject Re: st: Basic regression interaction term question Date Fri, 10 Oct 2008 15:03:23 -0400

```Thanks Nick & John! I'll check out those references.

Michael

Nick Cox wrote:
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First flag: This is a controversial area. Experts disagree.
```There is a brief but penetrating discussion of this issue within
McCullagh, P. and Nelder, J.A. 1989. Generalised linear models. Chapman
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and Hall.
```Search also for Nelder's writings on what is called the heredity
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principle.
```Nick
```
n.j.cox@durham.ac.uk
```John Antonakis

Yes. What's important is the coefficient of the AB term. The test A B AB

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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..
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```
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-J OM1994.pdf ).
```
Michael I. Lichter wrote:

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Suppose you regress Y on A and B, and you expect an interaction between A and B.
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In the regression Y = A + B, the coefficient for B is not significant,
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but you have reason to think that it will be significant once you introduce the interaction term.
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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.
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Is it reasonable to treat this as a significant interaction?

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What if AB is not significant either but "test A B AB" is still significant?
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--
Michael I. Lichter, Ph.D.
Research Assistant Professor & NRSA Fellow
UB Department of Family Medicine / Primary Care Research Institute
UB Clinical Center, 462 Grider Street, Buffalo, NY 14215
Office: CC 125 / Phone: 716-898-4751 / E-Mail: mlichter@buffalo.edu
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