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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 > --------------------------------- > * > * 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/ * * 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/

**Follow-Ups**:**RE: st: Moderation effect by splitting the sample***From:*"David Radwin" <dradwin@mprinc.com>

**References**:**st: Moderation effect by splitting the sample***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Moderation effect by splitting the sample***From:*Maarten Buis <maartenlbuis@gmail.com>

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