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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: positive interaction - negative covariance |

Date |
Fri, 22 Feb 2013 18:12:44 +0000 |

You need to define local b0 = 42 or whatever. On Fri, Feb 22, 2013 at 5:47 PM, Nick Cox <njcoxstata@gmail.com> wrote: > Why not draw a graph of your two curves? There are various ways to do > it, but here is one > > local b1 = .0021067 > local b2 = -.3692713 > local b3 = -.0010758 > > twoway function `b0' + `b1' * x, ra(0 100) || /// > function `b0' + (`b1' + `b3')*x + `b2', ra(0 100) > > Naturally, I don't know your -b0- or the range of -x- to use. > > You should plot your data too. > > As the second two terms seem less important, it's possible that they > are secondary corrections at best and hardly worth interpreting. > > On Fri, Feb 22, 2013 at 5:32 PM, andrea pedrazzani > <andrea.pedrazzani.piter@gmail.com> wrote: > >> 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... * * 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/

**References**:**st: positive interaction - negative covariance***From:*andrea pedrazzani <andrea.pedrazzani.piter@gmail.com>

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

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