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From |
andrea pedrazzani <andrea.pedrazzani.piter@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: positive interaction - negative covariance |

Date |
Fri, 22 Feb 2013 18:32:12 +0100 |

Hello, I have a simple regression model with an interaction: Y = b0 + (b1)X + (b2)Z + (b3)XZ. Z is a dummy (0 or 1). b1 = .0021067 (SE= .0008513 and p=0.013) b2 = -.3692713 (SE= .2329837 and p=0.113) b3 = -.0010758 (SE= .000926 and p=0.245) Hence, the combined coefficient (i.e., the coefficient on X when Z=1) is positive: b1+b3 = .0021067 + -.0010758 = .0010309 with SE = sqrt( var(b1) + var(b3)*(Z^2) + 2Z*cov(b1,b3) ) = sqrt( .0000007246 + .0000008574*1 + -.0000007079*2 ) = .00040768 To get the p-value for the combinet coefficient, I did .0010309/.00040768 = 2.528699. The corresponding p = 0.0114. Summing up, X has a positive impact on Y when the condition Z is present (.0010309), and a positive impact also when the condition Z is not present (.0021067). So, what can I say about the interaction? What kind of interaction is it when the impact of X is positive both when the condition is present and when it is absent? Moreover, the coefficients b1 and (b1+b3) are very similar to each other. Also, both b1 and the combined coefficient (b1+b3) are positive, but the covariance between b1 and b3 is negative. It sounds strange to me... Sorry, these are probably trivial questions. I would be really grateful if someone can help me. Best, Andrea Pedrazzani * * 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: positive interaction - negative covariance***From:*David Hoaglin <dchoaglin@gmail.com>

**Re: st: positive interaction - negative covariance***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**Re: st: positive interaction - negative covariance***From:*Nick Cox <njcoxstata@gmail.com>

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