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Re: st: Moderation effect by splitting the sample


From   Rebecca Pope <rebecca.a.pope@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Moderation effect by splitting the sample
Date   Thu, 20 Dec 2012 15:24:02 -0600

Maarten wrote: "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."

My understanding is that you would only do this when you have natural
groups and a strong theoretical reason to not force equality in their
variances. Is there any other situation where this approach is
warranted?


Thanks,
Rebecca




On Thu, Dec 20, 2012 at 1:53 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> 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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