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st: interaction without main effects


From   Grethe Søndergaard <dkstatstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: interaction without main effects
Date   Tue, 14 Dec 2010 20:12:45 +0100

Hi

I have a question about interactions.

I am analysing my data using a stratified cox regression analysis. In
one of my analyses I have found one interaction between two variables:
xi: stcox i.birthyear i.education i.birthyear#i.education, strata(strata)

After having found this interaction I run the same analysis again -
but this time without the main effects of education, since I am not
interested in presenting these:
xi: stcox i.birthyear i.birthyear#i.education, strata(strata).
This model runs without any problems.


In another analysis I find two significant interactions:
xi: stcox i.birthyear i.sex i.education i.birthyear#i.education
i.sex#i.education, strata(strata)

However, once I try to run this analysis without the main effects of
education, an error message occurs:
xi: stcox i.birthyear i.sex i.birthyear#i.education i.sex#i.education,
strata(strata)
error: 3.birthyear#1. education omitted because of linearity
error: 3.birthyear#2. education omitted because of linearity
error: 3.birthyear#3. education omitted because of linearity
(birthyear is categorised in three categories and education is
categorised in four categories)

Is it okay to include two interactions in a model, where not all main
effects are included?
And is it possible that collinearity only occurs in the model without
the main effects – and not in the model where the main effects are
included (or am I doing something wrong)?





I am analysing my data using a stratified cox-regression analysis. I
find two signficant interactions, when I write my model like this:
xi: stcox i.sex i.birthyear i.education i.sex#i.education
i.birthyear#i.education
This model runs without any problems.

However, I dont want to include the main effects of education, so I
have tried to write my model like this:
xi: stcox i.sex i.birthyear i.sex#i.education i.birtheyear#i.education

But. When I write my model like this, I get an error message saying
that the interaction between




I have found two significant interactions and I now want to a

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