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From |
ZHVictor <victerzj2@hotmail.com> |

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

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

Date |
Thu, 25 Apr 2013 04:12:58 +0000 |

Dear David, Thank you for your response. I understand what you are saying. In B=0 case, I have a significant slope for A In B=1 case, the slope of A becomes coefficient of A+coefficient of A*B, however it becomes insignificant. A*B is an interaction term. I have an insignificant coefficient of A*B. That means the coefficient of A*B is like 0 Thus, in B=1 case, the slope of A is like coefficient of A+0. Therefore, I am expecting in B=1 case, the slope of A should be also significant as in B=0 case. That is where I am confused. Thank you! Vic ---------------------------------------- > Date: Wed, 24 Apr 2013 23:52:05 -0400 > Subject: Re: st: question about the interaction term > From: dchoaglin@gmail.com > To: statalist@hsphsun2.harvard.edu > > 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/ * * 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>

**Re: st: question about the interaction term***From:*Maarten Buis <maartenlbuis@gmail.com>

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

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

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