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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 15:27:42 +0000 |

Dear Maarten, You mentioned "but make sure that noone interprets the result that one effect is significant and the other is insifinicant as "the effect of A in group B=1 is different from the effect of A in group B=0"." So how should I interpret? Because the interaction term is insignificant, I should say A has the same effect in B=0 vs B=1? Thank you! Vic ---------------------------------------- > Date: Thu, 25 Apr 2013 11:08:21 +0200 > Subject: Re: st: question about the interaction term > From: maartenlbuis@gmail.com > To: statalist@hsphsun2.harvard.edu > > On Thu, Apr 25, 2013 at 10:33 AM, ZHVictor <victerzj2@hotmail.com> wrote: > > OK, I am thinking the basic idea of the paper is even the small and insignificant change can lead to a large change in significance level > Applying it to my example, it means even the interaction term is > insignificant, the coefficient of A may be insignificant in B=1 case > even thought it is significant in B=0 case. Thus, if I only look at > the insignificant interaction term, I may conclude that the > coefficient of A is still significant in B=1 case as in B=0 case. So > it means even though the interaction term is insignificant, it may > still be able to change the significance level of A. > > The authors start from another position: they see a common mistake of > the form "effect of variable A is significant in group B=1 and > insignificant in group B=0 and _therefore_ the effect of A is > different between groups B=1 and B=0". In order to determine whether > the effects are different one needs to look at the significance of the > interaction term. > > > For my case, I need to know two things. First, whether the coefficient of A is significant in B=0 case. Second, whether the coefficient of A is significant in B=1 case. Thus, for the B=0 case, it is easy to see the significance of A in the regression. However, for B=1 case, the coefficient of A becomes the coefficient of A+the coefficient of A*B. Therefore, I should test A+A*B=0. Right? > > Correct, but make sure that noone interprets the result that one > effect is significant and the other is insifinicant as "the effect of > A in group B=1 is different from the effect of A in group B=0". > > You may also be interested in: M.L. Buis (2012) "Stata tip 106: With > or without reference", The Stata Journal, 12(1), pp. 162-164. This > discusses how you can obtain the results you want directly. > > >> > 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? > > > > Since the interaction term is insignificant， I can treat it as 0. That is where the 0 comes from. > > Insignificant just means that you cannot reject the hypothesis that > the coefficient is 0. In statistical testing "not rejecting" is not > the same as "accepting". In fact, we can never accept an hypothesis. > So the statement that insignificant means you can treat a coeficient > as 0 is false. > > -- 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/ * * 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:*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:*Maarten Buis <maartenlbuis@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>

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

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