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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 15:21:53 +0000 |

Dear David, Thank you!This is the output in stata | Robust | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- performance | frbc | -.8474035 .4923128 -1.72 0.085 -1.812319 .1175119 frbc_homo | .3386407 .6860396 0.49 0.622 -1.005972 1.683254 homo | .0977946 .4812832 0.20 0.839 -.8455031 1.041092 board | .0076623 .0470874 0.16 0.871 -.0846274 .099952 indep | -.5825246 .6177608 -0.94 0.346 -1.793314 .6282644 audit | -.002093 .0926196 -0.02 0.982 -.1836241 .179438 roa | 1.704518 1.494709 1.14 0.254 -1.225058 4.634093 finance | .6123755 .430509 1.42 0.155 -.2314066 1.456158 leverage | .0535289 .6785705 0.08 0.937 -1.276445 1.383503 size | .0170652 .1050801 0.16 0.871 -.188888 .2230183 mtb | .0545689 .027851 1.96 0.050 -.0000181 .109156 inst_holding | .6830099 .6363314 1.07 0.283 -.5641768 1.930197 _cons | -1.426625 1.042372 -1.37 0.171 -3.469637 .6163864 test frbc+frbc_homo=0 chi2( 1) = 1.87 Prob > chi2 = 0.1718 frbc is a continuous variable and homo is a dummy variable. Basically, I want to see whether frbc has different effect in the homo=0 group vs homo=1 group. The interaction term frbc_homo is insignificant but the frbc is significant in the testing "frbc+frbc_homo=0" Thank you! Vic ---------------------------------------- > Date: Thu, 25 Apr 2013 06:25:23 -0400 > Subject: Re: st: question about the interaction term > From: dchoaglin@gmail.com > To: statalist@hsphsun2.harvard.edu > > Dear Vic, > > You have a single model, not separate "cases" for B=0 and B=1. > > You have not included any output, so I am not able to work with the > numerical estimates of the coefficients. > > According to the test that you mentioned, when B=1, the slope against > A is "like 0." I suspect that, when the coefficient of A*B is added > to the coefficient of A, that sum is close enough to 0 that it is not > significant. > > It may help to remember that, as in any regression model, the > definition of each coefficient includes the set of other predictors in > the model. > > You may want to remove the interaction from your model and see what > happens to the coefficient of A (which does not have the same > definition as the coefficient of A in the model that includes the > interaction). > > David Hoaglin > > On Thu, Apr 25, 2013 at 12:12 AM, ZHVictor <victerzj2@hotmail.com> wrote: > > 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! > * > * 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>

**RE: 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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