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st: question about the interaction term


From   ZHVictor <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: question about the interaction term
Date   Thu, 25 Apr 2013 02:46:46 +0000

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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