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Re: st: Moderation effect by splitting the sample


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Moderation effect by splitting the sample
Date   Thu, 20 Dec 2012 20:53:17 +0100

On Thu, Dec 20, 2012 at 8:42 PM, Ebru Ozturk wrote:
> 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)?

That is typically inefficient. Moderation is just an interaction
effect. Splitting a sample means that you added an interaction term
with all variables. This is typically not what you want, and often
leads to a severe loss of power. It is even worse if your variable x
is continuous and you are splitting the sample by first making it
categorical by splitting it at some arbitrary number (e.g. the median
from your previous question). That is a very bad idea, as you would
loose even more information that way. Instead you should just add your
interaction effect and interpret it correctly. Various examples are
given here: <http://www.maartenbuis.nl/publications/interactions.html>.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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