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From |
David Hoaglin <dchoaglin@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: question about the interaction term |

Date |
Wed, 24 Apr 2013 23:52:05 -0400 |

For the moment, let's set aside the question of whether the interaction term is significant. We can write out the model in the two cases (B=0 and B=1). If B=0, you have y = constant + A If B=1, you have y = constant + A + B + A*B That is, when B=0, the model provides an intercept and a slope against A; and when B=1, it provides a separate intercept (constant + coefficient of B) and slope against A (coefficient of A + coefficient of A*B). The test that you quoted says that this slope does not differ significantly from 0. That result is not inconsistent with having a negative coefficient for A that differs significantly from 0. David Hoaglin On Wed, Apr 24, 2013 at 10:46 PM, ZHVictor <victerzj2@hotmail.com> wrote: > 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:*ZHVictor <victerzj2@hotmail.com>

**References**:**st: question about the interaction term***From:*ZHVictor <victerzj2@hotmail.com>

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