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st: Testing interaction terms


From   Verena Dill <dill@uni-trier.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Testing interaction terms
Date   Wed, 19 Jun 2013 14:06:49 +0200

I obtained the coefficients from a regression model and want to test whether or not the coefficients are significantly different from each other. The problem now is that the two variables are related to each other like interactions and only partly overlap.

var1: variable 1 (dummy)
var2: variable 2 (dummy)
interaction: interaction of variable 1 and variable 2

tab var1 var2

var1         |            var2
             |         0          1      |     Total
-----------+----------------------+----------
         0   |         0        122      |       122
         1   |       322        256      |       578
-----------+----------------------+----------
     Total   |       322        378      |       700

Since no observations exist for var1==0 & var2==0 I can only include the interaction and one of the variables (just to mention that: From a theoretical sense it makes sense to do so): "probit var1 interaction" Now I want to test if I can reject the hypothesis that _b[var1]=_b[interaction]. If I use the standard command "test" it does not account for the fact that these variables are related.

Because of the nature of my variables I wanted to use the "contrast" command but this only works if I'd use something like this before: "probit var1##var2" which is not solvable because of the above mentioned fact that var1==0 & var2==0 does not exist in the data.

Can anybody suggest another command that takes into account that the two variables are interacted or has ideas on how to adjust the "contrast"-command?

Any help is greatly appreciated!

Verena
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