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From |
<Teemu.Kautonen@tse.fi> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Interaction in logit |

Date |
Wed, 27 Oct 2010 06:42:05 +0000 |

Sarah and Maarten, Thanks very much, these were great tips. Maarten is of course right in pointing out that I should have provided full references, apologies for any inconvenience. Here are the references in case someone follows this thread and needs them: Jaccard, James (2001) Interaction effects in logistic regression, Sage. Norton, Edward, Wang, Hua and Ai, Chunrong (2004) Computing interaction effects and standard errors in logit and probit models. The Stata Journal 4 (2), 154-167. I am wondering whether I could ask a follow-up question related to inteff (Norton et al. 2004) though? Our model is, put simply, as follows: y = a + x1 + x2 + x3 + z + x1z + x2z + x3z + c where y is a binary response variable, a is the intercept, x1-x3 are continuous predictors, z is a binary variable that stands for two groups and c is a set of covariates. Would it be appropriate to keep all interaction terms in the model at the same time, or would you recommend testing the interactions separately, i.e. keeping only one interaction term in the model when running inteff? Or would a completely different strategy be better for testing multiple group differences - something like a random coefficient model? Many thanks again for your kind assistance, it is much appreciated. Cheers Teemu ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Mustillo, Sarah A [smustill@purdue.edu] Sent: 25 October 2010 15:51 To: statalist@hsphsun2.harvard.edu Subject: RE: st: Interaction in logit In addition to Maartin's Stata Tip #87, UCLA also has some nice tutorials on using -margins- to interpret interactions in logistic regression. For continuous by continuous: http://www.ats.ucla.edu/stat/stata/faq/logitconcon.htm For categorical by continuous: http://www.ats.ucla.edu/stat/stata/faq/logitcatcon11.htm For multiple interactions: http://www.ats.ucla.edu/stat/stata/faq/margins_mlogcatcon.htm Sarah -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis Sent: Monday, October 25, 2010 8:44 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Interaction in logit --- On Mon, 25/10/10, Teemu.Kautonen@tse.fi wrote: > My colleagues and I are working on an analysis where we > have a dummy moderator and three continuous IVs which the > dummy is hypothesised to moderate. The dependent variable is > a dummy and we estimated a logit model. > > We have run the analysis both using the -inteff- command by > Ed Norton and his colleagues and by analysing the odds > ratios, as advised by Jaccard (2001). <snip> > Does anyone have more experience with this type of analysis > and with these two approaches to analysing interactions in > binary regression? Please give complete references. This is a multi-disciplinary list, and literature you assume so universally well known that a "name-year" reference will suffice is likely to be completely unknown in other disciplines. Interactions in terms of odds ratios and marginal effects are subtly different, in that odds ratios are effects in relative terms with respect to the baseline odds while marginal effects are absolute effects. This means that the interaction effects as computed by -inteff- are sensitive to differences in the baseline odds, while the interaciton effects in terms of the ratio of odds ratios is not sensitive to this difference. Sensitivity with respect to differences in the baseline odds is not necesarily a bad thing, it is a substantive quesiton whether or not you want to control for that. I wrote an example of that in: M.L. Buis (2010) "Stata tip 87: Interpretation of interactions in non-linear models", The Stata Journal, 10(2), pp. 305-308. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/ * * 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: Interaction in logit***From:*"Mustillo, Sarah A" <smustill@purdue.edu>

**RE: st: Interaction in logit***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**st: Interaction in logit***From:*<Teemu.Kautonen@tse.fi>

**Re: st: Interaction in logit***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**RE: st: Interaction in logit***From:*"Mustillo, Sarah A" <smustill@purdue.edu>

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