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st: Three-way interaction with continouous dependent variable and categorical explanatory variables STATA 10


From   "O'Ceilleachair, Alan" <A.OCeilleachair@ucc.ie>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Three-way interaction with continouous dependent variable and categorical explanatory variables STATA 10
Date   Wed, 24 Apr 2013 08:55:14 +0000

Hi all,

I want to investigate a three-way interaction using STATA 10 (all we have a= vailable here, unfortunately)

My model is comprised of the log of drug prescribing cost as the dependent = variable and three explanatory categorical variables; age category (10 cate= gories), gender (two categories) and region of residence (eight categories)= .

Particularly, I wish to investigate the significance of the individual inte= raction levels, so the variables on their own, the three two-way interactio= ns and the three way interaction.

Previously I used desmat and destest to do this but I am informed that this=  is incorrect, namely that the destest function does not test for the right=  specification of the model and that the F-test is subsequently wrong.

How do I best do this in STATA 10?

Any help you could give would be greatly appreciated

Alan



Alan Ó Céilleachair
Centre for Policy Studies
University College Cork
Phone: 021 4902636



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