Thank you Maarten. I cannot read your paper as I need to purchase it. Also you focus on logit models but I do probit and tobit regression. So does your approach apply to these models as well?
Kind regards
Ebru
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> Date: Thu, 20 Dec 2012 20:53:17 +0100
> Subject: Re: st: Moderation effect by splitting the sample
> From: maartenlbuis@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> 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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