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st: Fwd: How to interpret regression?


From   Kresten Buch <[email protected]>
To   [email protected]
Subject   st: Fwd: How to interpret regression?
Date   Tue, 25 Sep 2012 14:05:19 +0200

Dear Statalist,

I have problems figuring out what I can interpret from this
regression. Could you please help me?

I regress a taxation measure against 4 dummies and their interaction
with a measure of wealth, and interaction between the 4 dummies and
a dummy constructed from the measure of wealth, where I give the value
1 to observations in the top 10% or bottom 10% of the wealth measure,
and 0 to the rest of the observations.

If I include all variables in the model, I get significant effects
from both sets of interaction variables. If only one set is included,
then I nothing is significant, no matter witch one is excluded.

I hope the explanation makes sense ?

--
Best regards from Kresten Buch, Denmark
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