Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: question about the interaction term
From
ZHVictor <[email protected]>
To
"[email protected]" <[email protected]>
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: [email protected]
> To: [email protected]
>
> 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 <[email protected]> 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/