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Re: st: Interaction term with categorical variables and no. of observations stepwise regressions


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Interaction term with categorical variables and no. of observations stepwise regressions
Date   Wed, 1 Aug 2012 15:01:50 +0200

On Wed, Aug 1, 2012 at 2:03 PM, Marcel Steinter wrote:
> Do you have an opinion to let the main effects included? Found that there is no conclusiojn across forums.

Leaving the main effects out of a model drastically changes the
interpretation of the results. So if you leave the main effects out
you need to be really careful. See e.g.:

M.L. Buis (2012) "Stata tip 106: With or without reference", The Stata
Journal, 12(1), pp. 162-164.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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