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st: multiple interaction effects

From   Fabio Zona <>
Subject   st: multiple interaction effects
Date   Fri, 20 Aug 2010 22:39:37 +0200 (CEST)

Dear Statalist

In my study I have three independent variables x1 x2 x3, and I have three hypotheses regarding the interactions of these variables with another fourth var z1.

Question: do I have to test the interaction effects separately (i.e., one single model for each interaction, that is, one regression for x1z1, a different regression for x2z1...)?
Or do I need to test these three interactions effects in one single regression (i.e., in one single regression I include: x1z1 x2z1 x3z1)? What is the difference in terms of interpretation?
Note: the three variables x1 x2 x3  refer to constructs realted to the same phenomenon

Thanks a lot

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