I am running probit model with an interaction term. The regression is like this
y=constant+A+B+A*B
A is a continuous variable and B is a dummy variable with either zero or one.
A has a significant and negative coefficient but A*B has an insignificant and positive coefficient.
However, when I write "test A+A*B=0" on stata, stata reports "Prob > chi2 = 0.1718". That means when B=1, the coefficient of A becomes insignificant. However, When B=0, the coefficient of A is significant.
However, I think if interaction term is insignificant, A should have the same negative and significant coefficient no matter whether B is zero or one.
I feel the question is a little bit stupid but I just can not figure out why.
Any comment is welcome.
Thank you in advance!
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