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From |
"Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: difference between interaction created with # and created with xi3 |

Date |
Mon, 23 Aug 2010 15:14:13 -0700 |

Dear Uso The short answer to your question is that this xi3: command... xi3: regress y i.a*i.b*i.c is the equivalent of regress y i.a##i.b##i.c which is the equivalent of regress y i.a i.b i.c /// i.a#i.b i.a#i.c i.b#i.c /// i.a#i.b#i.c On the other hand, specifying regress y i.a#i.b#i.c

I hope that helps, Best regards, Michael N. Mitchell Data Management Using Stata - http://www.stata.com/bookstore/dmus.html A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html Stata tidbit of the week - http://www.MichaelNormanMitchell.com On 2010-08-23 12.49 PM, uso stata wrote:

Hello statlist, I am currently using a linear model specification and I am fiddling with interactions. I have three BINARY regressors a b c When I use the command a#b#c stata spits out 7 interactions: a b c 0 0 1 0 1 0 0 1 1 1 0 0 1 0 1 1 1 0 1 1 1 when I use xi3: and a*b*c I get: a b c _Iaxb _Iaxc _Ibxc _axbxc While the main effects are identical, i.e. the coefficient of "0 0 1" is the same as the coefficient of "c", the interaction terms are all different. P The xi3 methods generates the same coefficient as the a##b##c method, that is equivalent to i.a i.b i.c a#b#c So my question is what is the specification that stata creates for a#b#c? How do I interpret for example "0 1 1", I thought it was the same as the interaction of b and c, but it seems not. * * 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/

**References**:**st: difference between interaction created with # and created with xi3***From:*uso stata <usostata@gmail.com>

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