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st: interaction terms in xtgee f(nb). interpretations incorrect???


From   Allison.Milner@student.griffith.edu.au
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: interaction terms in xtgee f(nb). interpretations incorrect???
Date   Thu, 18 Jun 2009 17:10:11 +1000

Dear stata list,

I am currently using xtgee f(nb) corr(exch) to estimate a model with interactions- and had a panic that I am interpreting them incorrectly.
I created two values value of the moderator, I std dev above and below the mean. I then created an interaction with each of these with the predictors in my model... (e.g. family*1_stdabove and family*1_stdbelow). i tested whether these were significant using the wald test and have so far just used the coefficients of the model to interpret the results, not predicted probabilities. 
Any advice on whether this is ok? I know that there are some program for nonlinear interactions such as spostado (by Long & Freese) but I thought that this was used only if you want to interpret predicted probs.
Thanks in advance
Allison
ps- am currently waiting on the textbook "Regression Models for Categorical Dependent Variables Using Stata, 2nd Edition"J. Scott Long, Jeremy Freese but if anyone else has experience in this I would be very grateful for their advice

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