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Re: st: Extremely High Correlation between Interaction Term and Each of Its Component Linear Terms


From   Johan Hellström <johan.hellstrom@pol.umu.se>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Extremely High Correlation between Interaction Term and Each of Its Component Linear Terms
Date   Wed, 12 Dec 2012 10:01:37 +0100

Lloyd,

Yes, you can save yourself from the trouble of worrying about collinearity caused by interacting terms. Interaction terms and its components are usually correlated and are so correctly. There is no magical trick to reduce the collinearity and although centring variables could be helpful sometimes to ease interpretation, it does not alter anything statistically or substantively.

Best wishes,
Johan Hellstrom


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