Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Testing for interaction the right way


From   Amal Khanolkar <Amal.Khanolkar@ki.se>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Testing for interaction the right way
Date   Mon, 30 Jul 2012 12:52:41 +0000

Hi all,

I just ran a multiple linear regression where I assessed the association between birth weight (bwt) and systolic blood pressure (syst) and to see if this association differed across various ethnic groups (motherland2).

The regression looks like this:

 eststo: regress syst bwt age byear i.conscript_office i.education i.motherland2 height_cons bmi if multibirth==1

      Source |       SS       df       MS              Number of obs =  450426
-------------+------------------------------           F( 28,450397) = 1364.00
       Model |  4314673.02    28  154095.465           Prob > F      =  0.0000
    Residual |  50882835.3450397    112.9733           R-squared     =  0.0782
-------------+------------------------------           Adj R-squared =  0.0781
       Total |  55197508.3450425  122.545392           Root MSE      =  10.629

----------------------------------------------------------------------------------
            syst |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
             bwt |  -.6055903   .0169407   -35.75   0.000    -.6387936    -.572387
             age |   .3577402   .0356238    10.04   0.000     .2879187    .4275617
           byear |    .187828    .003833    49.00   0.000     .1803154    .1953406
                 |
conscript_office |
              2  |  -3.118949   .0462395   -67.45   0.000    -3.209577   -3.028321
              3  |   2.027425   .0497943    40.72   0.000     1.929829     2.12502
              4  |  -2.227861   .0489111   -45.55   0.000    -2.323725   -2.131996
              5  |  -4.333249   .0553088   -78.35   0.000    -4.441653   -4.224846
              6  |   3.437194    .111964    30.70   0.000     3.217748     3.65664
              7  |  -4.569348   4.339404    -1.05   0.292    -13.07445    3.935751
              8  |   2.297753   3.543433     0.65   0.517    -4.647265    9.242772
                 |
       education |
              2  |  -.0150248   .0440086    -0.34   0.733    -.1012802    .0712306
              3  |   .0633803   .0559744     1.13   0.258    -.0463278    .1730884
              4  |   .0753617   .0541538     1.39   0.164    -.0307781    .1815014
                 |
     motherland2 |
              2  |  -.5819353   .1221859    -4.76   0.000     -.821416   -.3424546
              3  |   .6765963   .0886953     7.63   0.000     .5027563    .8504363
              4  |  -.5358451   .2635669    -2.03   0.042    -1.052428    -.019262
              5  |   .0080501   .2306449     0.03   0.972    -.4440069    .4601071
              6  |  -1.598423   .1865045    -8.57   0.000    -1.963966    -1.23288
              7  |  -3.382436   .3841187    -8.81   0.000    -4.135297   -2.629575
             12  |  -4.253718   .3121056   -13.63   0.000    -4.865436   -3.642001
             13  |  -3.158914   .8569722    -3.69   0.000    -4.838553   -1.479275
             14  |  -3.447844   .5662194    -6.09   0.000    -4.557617   -2.338071
             16  |  -.2681013   .3770459    -0.71   0.477      -1.0071    .4708971
             17  |  -1.706184   .4670912    -3.65   0.000    -2.621669   -.7906999
             18  |  -3.592319   .5584903    -6.43   0.000    -4.686943   -2.497695
             19  |  -1.128695    .810724    -1.39   0.164    -2.717689    .4602997
                 |
     height_cons |   .1656332    .002582    64.15   0.000     .1605726    .1706938
             bmi |   .5807728   .0051275   113.27   0.000     .5707231    .5908225
           _cons |  -290.6302   7.611868   -38.18   0.000    -305.5492   -275.7112
----------------------------------------------------------------------------------
(est2 stored)


- There's an inverse association between bwt and systloc BP and we also see that it differs across ethnic groups.

I then decided to run the above regression, using and interaction term to test the association between bwt & syst. BP across th ethnic groups as follows:


 eststo: xi: regress syst i.motherland2*bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1
i.motherland2     _Imotherlan_1-19    (naturally coded; _Imotherlan_1 omitted)
i.moth~2*bwtg~d   _ImotXbwtg_#        (coded as above)
i.conscript_o~e   _Iconscript_1-8     (naturally coded; _Iconscript_1 omitted)
i.education       _Ieducation_1-4     (naturally coded; _Ieducation_1 omitted)

      Source |       SS       df       MS              Number of obs =  450426
-------------+------------------------------           F( 41,450384) =  932.27
       Model |  4318031.46    41   105317.84           Prob > F      =  0.0000
    Residual |  50879476.9450384  112.969104           R-squared     =  0.0782
-------------+------------------------------           Adj R-squared =  0.0781
       Total |  55197508.3450425  122.545392           Root MSE      =  10.629

--------------------------------------------------------------------------------
          syst |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
---------------+----------------------------------------------------------------
 _Imotherlan_2 |  -.5874048   .1227888    -4.78   0.000    -.8280669   -.3467426
 _Imotherlan_3 |    .683286   .0887272     7.70   0.000     .5093833    .8571886
 _Imotherlan_4 |  -.5563245   .2640057    -2.11   0.035    -1.073768   -.0388815
 _Imotherlan_5 |   .0597168     .23162     0.26   0.797    -.3942513    .5136848
 _Imotherlan_6 |  -1.597917   .1865016    -8.57   0.000    -1.963454    -1.23238
 _Imotherlan_7 |  -3.310564   .3865541    -8.56   0.000    -4.068198    -2.55293
_Imotherlan_12 |  -4.130756   .3193387   -12.94   0.000     -4.75665   -3.504862
_Imotherlan_13 |  -3.244462   .8992277    -3.61   0.000    -5.006921   -1.482003
_Imotherlan_14 |  -3.318599   .6340628    -5.23   0.000    -4.561342   -2.075855
_Imotherlan_16 |  -.2317969   .3840539    -0.60   0.546    -.9845308     .520937
_Imotherlan_17 |  -1.561494    .473224    -3.30   0.001    -2.488999   -.6339895
_Imotherlan_18 |  -3.662905   .5608097    -6.53   0.000    -4.762075   -2.563736
_Imotherlan_19 |  -.7276308   .8554279    -0.85   0.395    -2.404243    .9489816
 bwtgestage_sd |  -.6190095   .0175477   -35.28   0.000    -.6534024   -.5846166
  _ImotXbwtg_2 |  -.0460479    .123675    -0.37   0.710    -.2884471    .1963512
  _ImotXbwtg_3 |    .237833   .0881634     2.70   0.007     .0650356    .4106305
  _ImotXbwtg_4 |  -.3626542    .276502    -1.31   0.190    -.9045897    .1792813
  _ImotXbwtg_5 |   .5851381   .2379974     2.46   0.014     .1186706    1.051606
  _ImotXbwtg_6 |   .1122759   .1890387     0.59   0.553    -.2582343     .482786
  _ImotXbwtg_7 |     .65864   .3941392     1.67   0.095    -.1138606    1.431141
 _ImotXbwtg_12 |   .5947493   .3221191     1.85   0.065    -.0365944    1.226093
 _ImotXbwtg_13 |  -.2570831   .8595135    -0.30   0.765    -1.941703    1.427537
 _ImotXbwtg_14 |   .2705031   .5700428     0.47   0.635    -.8467633     1.38777
 _ImotXbwtg_16 |   .1923672   .3666169     0.52   0.600    -.5261908    .9109251
 _ImotXbwtg_17 |    1.01004   .5251355     1.92   0.054    -.0192099    2.039289
 _ImotXbwtg_18 |  -.8186397   .5970026    -1.37   0.170    -1.988746     .351467
 _ImotXbwtg_19 |   1.217611   .8207839     1.48   0.138    -.3911001    2.826322
           age |   .3586605   .0356241    10.07   0.000     .2888383    .4284827
         byear |   .1878326    .003833    49.00   0.000     .1803199    .1953452
 _Iconscript_2 |  -3.118173   .0462396   -67.44   0.000    -3.208802   -3.027545
 _Iconscript_3 |   2.026937   .0497946    40.71   0.000     1.929341    2.124533
 _Iconscript_4 |  -2.227908   .0489106   -45.55   0.000    -2.323772   -2.132045
 _Iconscript_5 |  -4.333038   .0553081   -78.34   0.000     -4.44144   -4.224636
 _Iconscript_6 |   3.435944   .1119626    30.69   0.000     3.216501    3.655387
 _Iconscript_7 |  -4.573244   4.339324    -1.05   0.292    -13.07819    3.931697
 _Iconscript_8 |   2.301005   3.543369     0.65   0.516     -4.64389    9.245899
           bmi |   .5806188   .0051276   113.23   0.000     .5705689    .5906687
   height_cons |   .1656371    .002582    64.15   0.000     .1605765    .1706978
 _Ieducation_2 |   -.014658   .0440085    -0.33   0.739    -.1009133    .0715973
 _Ieducation_3 |   .0644483   .0559753     1.15   0.250    -.0452616    .1741582
 _Ieducation_4 |   .0764128   .0541545     1.41   0.158    -.0297283    .1825539
         _cons |  -290.6543   7.611886   -38.18   0.000    -305.5734   -275.7353
--------------------------------------------------------------------------------


1. I would like to know if I have included the interaction term (i.motherland2*bwtgestage_sd) in the right way?

2. I would have expected more of the interaction tests to be significant (given the results by ethnic group in the first regression model above).

3. I also ran the bwt-syst. BP regression 'stratified' by ethnic group. But then I assume it's not sensible to text for interaction after each stratified analysis separately as it does not make sense, since the bwt-syst. BP association is now a comparison only between one ethnic gropu and the reference group?

for eg:

regress syst bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1 & motherland2==1

regress syst bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1 & motherland2==2

....and so on and so forth.


Thanks & regards,

/Amal.




*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index