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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, "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 10:51:37 -0500 |

At 04:01 AM 12/12/2012, Johan Hellström wrote:

Lloyd,Yes, you can save yourself from the trouble ofworrying about collinearity caused byinteracting terms. Interaction terms and itscomponents are usually correlated and are socorrectly. There is no magical trick to reducethe collinearity and although centring variablescould be helpful sometimes to easeinterpretation, it does not alter anything statistically or substantively.Best wishes, Johan Hellstrom

The handout that Lloyd mentioned earlier, http://www.nd.edu/~rwilliam/stats2/l11.pdf

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Extremely High Correlation between Interaction Term and Each of Its Component Linear Terms***From:*Johan Hellström <johan.hellstrom@pol.umu.se>

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