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From |
ZHVictor <victerzj2@hotmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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! * * 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/

**Follow-Ups**:**Re: st: question about the interaction term***From:*David Hoaglin <dchoaglin@gmail.com>

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