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Re: st: interaction without main effects


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: interaction without main effects
Date   Tue, 14 Dec 2010 14:41:19 -0500

before dropping the main effects, you should look into some of the
literature on this and think about how such a model would be
interpreted; see, as a start, Nelder, JA (1998), "The selection of terms
in response-surface models -- How strong is the weak heredity
principle?", _The American Statistician_, 52: 315-318

On 12/14/10 2:12 PM, Grethe Søndergaard wrote:
> 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)?
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