Re: st: 3-way interaction // interpretation

[daniel klein <klein.daniel.81@gmail.com>]

The interpretation of the coefficient for a three way interaction is
pretty much a straight forward extension of a (two way) interaction.
The coefficient of x#d1#d2 describes how the effect of x interacts
with d1 by d2 or, in other words, how the slope differences of x
between the groups indicated by d1 differs itself as a function of d2.

Sometimes only one direction of such interactions is of theoretical
interesst, however, even in this case most people I know (including
me) would prefer a graphical illustartion of such an effect. For this
see Mitchell (2012:383).

Best
Daniel

Mitchell, Michael, N. (2012). Interpreting and Visualizing Regression
Models Using Stata. College Station, Texas: Stata Press.

-- 
Dear Statalisters,

I am working with a OLS fixed effects model which include a 3 way
interaction variable between two dummies and a continuous variable x.
I run the following model in Stata version12:

regress Y c.x##d1 ##d2 ..., where d1 and d2 are dummy variables.

[...]

I am strugling with the interpretation of the 3-way interaction:
x#d1#d2, I would be really appreciate to receive references or help in
the interpreation of this coefficient.
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