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


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Interaction term with categorical variables and no. of observations stepwise regressions
Date   Wed, 01 Aug 2012 09:27:10 -0400

At 09:01 AM 8/1/2012, Maarten Buis wrote:
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

It is important to realize that the meaning of main effects changes once you add interaction terms. The fact that a main effect becomes statistically insignificant is NOT grounds for dropping it. Centering continuous independent variables sometimes makes interpretation easier when you have interaction terms. See

http://www.nd.edu/~rwilliam/stats2/l53.pdf


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