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Re: st: positive interaction - negative covariance


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: positive interaction - negative covariance
Date   Fri, 22 Feb 2013 13:10:27 -0500

On Fri, Feb 22, 2013 at 12:32 PM, andrea pedrazzani
<andrea.pedrazzani.piter@gmail.com> wrote:

> 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...

This kind of thing is all too common in practice with interactions,
which are often soaking up some often unimportant nonlinearity. This
can be created by the nature of the dependent variable, if there is
ceiling or floor effect, for instance, or a bit of skew. I concur with
Nick that graphing will be very helpful.
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