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Re: st: Testing interaction terms


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
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