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From |
Charles Koss <hqtiger@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Question on interpreting interactions in linear regression models |

Date |
Tue, 15 Dec 2009 09:52:57 -0600 |

Can you please provide the reference to the paper that you are reading? -- Charles On Tue, Dec 15, 2009 at 9:49 AM, Padmakumar Sivadasan <pmathru2@illinois.edu> wrote: > Hello, > > This is a basic question about interpreting interactions in linear > regression models that I hope someone would be able answer or guide me > to a useful reference. > > I was reading a paper in which the authors are interested in studying > whether the effect of a continuous variable (X) on a continuous > outcome variable (Y) varies between two periods (P=0 and P=1). They > test this using interactions with the following linear regression > model Y=b1+b2X+b3P+b4XP > > They find that b2 is significantly different from zero, while b4 and > (b2+b4) are not significantly different from zero. The authors > conclude that X has an influence on Y in the first period (i.e. when > P=0) because b2 is significant. Further, they state that the influence > of X in the second period (i.e. when P=1) is given by (b2+b4) and this > is not significantly different from zero, implying that X has no > influence on Y in the second period. Thus, the effect of X on Y varies > between the two periods. > > Is this interpretation of the authors correct? Does not the fact that > the interaction coefficient (b4) is non-significant directly imply > that there is no change in the effect of X between the two periods? > > Thanks > > Padmakumar > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Question on interpreting interactions in linear regression models***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**st: Question on interpreting interactions in linear regression models***From:*Padmakumar Sivadasan <pmathru2@illinois.edu>

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