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RE: st: question about the interaction term


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 07:32:25 +0000

Dear Maarten,
Thank you for your reference. So that means whenever I have the similar regression, I should use "test A+A*B=0" to double check, rather than only look at the interaction term. 
Thus, for B=0 case, I should only look at the p-value of the coefficient of A to see whether the coefficient of A is significant.
However, for B=1 case, I should actually test whether A+A*B is significant (use test A+A*B=0). If A+A*B is insignificant different from zero, I should say A has on effect on Y when B=1, even if the interaction term is insignificant.
Is what my understanding correct?
One more question is if the coefficient of A is -0.4 and the coefficient for the interaction is 0.2, so the coefficient of A in B=1 case should be -0.4+0.2=-0.2 but not -0.4+0=-0.4. Is that correct?
Thank you!



Vic
----------------------------------------
> Date: Thu, 25 Apr 2013 09:05:58 +0200
> Subject: Re: st: question about the interaction term
> From: maartenlbuis@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> On Thu, Apr 25, 2013 at 6:12 AM, ZHVictor wrote:
> > 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.
>
> This is a good example of the point made in:
>
> Andrew Gelman and Hal Stern (2006) The Difference Between
> "Significant" and "Not Significant" is not Itself Statistically
> Significant. The American Statistician, 60(4):328-331.
> <http://www.stat.columbia.edu/~gelman/research/published/signif4.pdf>
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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