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From |
David Hoaglin <dchoaglin@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Testing interaction terms |

Date |
Wed, 19 Jun 2013 08:25:04 -0400 |

Verena, Because the data have no observations for var1==0 & var2==0, it is not possible to express the combined effect of those variables (in the linear predictor) in the usual way, (effect of var1) + (effect of var2) + (interaction). One alternative approach is to treat the combination of var1 and var2 as a categorical variable with three categories: var1==0 & var2==1, var1==1 & var2==0, and var1==1 & var2==1. David Hoaglin On Wed, Jun 19, 2013 at 8:06 AM, Verena Dill <dill@uni-trier.de> wrote: > 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 * * 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: Testing interaction terms***From:*Richard Goldstein <richgold@ix.netcom.com>

**Re: st: Testing interaction terms***From:*Verena Dill <dill@uni-trier.de>

**References**:**st: Testing interaction terms***From:*Verena Dill <dill@uni-trier.de>

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