Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Interpretation of interaction term in nonlinear models


From   Suryadipta Roy <sroy2138@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Interpretation of interaction term in nonlinear models
Date   Thu, 30 May 2013 10:52:45 -0400

Dear Maarten and fellow Statalisters,

I actually had a related question as to whether there might be a
similar (one-sentence) interpretation in case of a three-way
interaction between the same categorical variable, the continuous
variable with another categorical variable (0/1). Of course, I can and
have used -margins - with -marginsplot- to show how the interaction
effects differ in the presence of this categorical variable, but I was
wondering if I could get some help with an easier interpretation. The
coefficient of the three-way interaction term (standardized continuous
by categorical by categorical) in the fixed effects Poisson regression
with the -irr- option is 0.74 and in the probability metric form is
-0.21. Once again, thank you very much for the help!

Sincerely,
Suryadipta.

On Thu, May 30, 2013 at 7:53 AM, Suryadipta Roy <sroy2138@gmail.com> wrote:
> Maarten,
> This is very helpful, thank you very much! For some reason, I thought
> that the z_phd variable in your example is a categorical variable as
> well when I had previously read the thread. I guess that I would need
> to standardize my continuous variable for a similar interpretation.
>
> Sincerely,
> Suryadipta.
>
> On Thu, May 30, 2013 at 7:19 AM, Suryadipta Roy <sroy2138@gmail.com> wrote:
>> Dear Statalisters,
>>
>> I am studying the effect of an interaction between a categorical
>> variable (0/1) and a continuous variable (0-6) on the dependent
>> variable in a nonlinear model (using -xtpoisson-). The value of the
>> coefficient using the -irr- option is 0.90, while the size of the
>> interaction term in the probability metric form is, of course, -0.11
>> (exp(-0.11) = 0.90). My basic question is, if it might be possible to
>> have a one-sentence interpretation of the value of the coefficient in
>> the multiplicative form (0.90), e.g. something in the lines of "the
>> effect of the categorical variable increases by a factor of 0.9 (i.e.
>> a 10% reduction of the dependent variable) due to an 1% increase in
>> the continuous variable"? Any suggestion in this regard will be highly
>> appreciated.
>>
>> Sincerely,
>> Suryadipta Roy.
>> *
>> *   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index