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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 25 Apr 2013 10:12:08 +0200 |

On Thu, Apr 25, 2013 at 9:32 AM, ZHVictor wrote: > 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. No, that is exactly opposite of what the main point of that article is. > 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? No, the trick is to work out exactly what the null hypothesis is that you want to test and create a test that tests exactly that null hypothesis. An interaction term measures exactly what an interaction term measures and if that is what you want to know then that is enough. > 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? I don't understand that question, where did the 0 come from? -- Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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>

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

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

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

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

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