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From |
John Antonakis <John.Antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Basic regression interaction term question |

Date |
Sat, 11 Oct 2008 11:06:35 +0200 |

Hi Clive:

Best, J.

____________________________________________________ Prof. John Antonakis

University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis&cl=en ____________________________________________________ Clive Nicholas wrote:

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?Woe betide anyone who dismisses any of Nick's flags on this list (!), but I'm firmly with John on this one. As far as 'experts' working in the fields of political science and political methodology are concerned, this debate is all over bar the shouting. Including first-order terms in an interaction model is no longer a nice-looking optional extra. What's important to remember here is that you only include the first-order terms because: (1) their exclusion would assume that they equal 0: which is almost never the case; and (2) it allows you to get as precise a parameter estimate as possible on the interaction term. Braumoller (2004) - a member of this list - and Brambor et al (2006) make these points and explain in detail what they consider to be good practice in this area, at least from a social science perspective.

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**References**:**st: Basic regression interaction term question***From:*"Michael I. Lichter" <mlichter@buffalo.edu>

**Re: st: Basic regression interaction term question***From:*"Clive Nicholas" <clivelists@googlemail.com>

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