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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 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
> ---------------------------------
>
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