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From |
John Antonakis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Basic regression interaction term question |

Date |
Fri, 10 Oct 2008 20:24:03 +0200 |

Best, J. ____________________________________________________ Prof. John Antonakis

University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis&cl=en ____________________________________________________ Michael I. Lichter wrote:

This is a pretty basic question, but I haven't been able to find anyexamples in the lit with this particular configuration ...Suppose you regress Y on A and B, and you expect an interactionbetween A and B.In the regression Y = A + B, the coefficient for B is not significant,but you have reason to think that it will be significant once youintroduce the interaction term.However, in the regression Y = A + B + AB, the coefficient for Bremains non-significant even though the coefficient for AB issignificant. Yet, "test A B AB" is significant.Is it reasonable to treat this as a significant interaction?What if AB is not significant either but "test A B AB" is stillsignificant?Michael * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/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/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Basic regression interaction term question***From:*"Nick Cox" <[email protected]>

**References**:**st: Basic regression interaction term question***From:*"Michael I. Lichter" <[email protected]>

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