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st: RE: Moderation effect by splitting the sample


From   "David Radwin" <dradwin@mprinc.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Moderation effect by splitting the sample
Date   Thu, 20 Dec 2012 11:50:45 -0800 (PST)

Ebru,

I can't say for sure without knowing more about what you are trying to do,
but regarding splitting continuous variables, see this post and the
references therein:

http://www.stata.com/statalist/archive/2011-03/msg00154.html

If you do split the variable anyway, consider comparing upper and lower
terciles or quartiles (and not the upper and lower halves as a previous
email intimated) to minimize loss of efficiency:

Gelman, A., & Park, D. K. (2009). Splitting a predictor at the upper
quarter or third and the lower quarter or third. The American
Statistician, 63(1), 1-8.
http://www.stat.columbia.edu/~gelman/research/published/thirds5.pdf

David
--
David Radwin
Senior Research Associate
MPR Associates, Inc.
2150 Shattuck Ave., Suite 800
Berkeley, CA 94704
Phone: 510-849-4942
Fax: 510-849-0794

www.mprinc.com


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Ebru Ozturk
> Sent: Thursday, December 20, 2012 11:42 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Moderation effect by splitting the sample
> 
> 
> Dear All,
> 
> For non-linear models, I want to test the moderation effect of X
variable.
> Can I test this moderation effect by spliting the sample according to X
> variable (moderator)?
> 
> Kind regards
> Ebru

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