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From |
"Nick Cox" <[email protected]> |

To |
<[email protected]> |

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

Date |
Fri, 10 Oct 2008 19:31:21 +0100 |

First flag: This is a controversial area. Experts disagree. There is a brief but penetrating discussion of this issue within McCullagh, P. and Nelder, J.A. 1989. Generalised linear models. Chapman and Hall. Search also for Nelder's writings on what is called the heredity principle. Nick [email protected] John Antonakis Yes. What's important is the coefficient of the AB term. The test A B AB is simply the F-test that the coefficients are simultaneously different from zero. If you care about interaction, AB is what is important, regardless of the significance of B or A or A B or A B AB.. Here is an interesting paper about this question: Bedeian, A. G., and Mossholder, K. W. Simple Question, Not so Simple Answer: Interpreting Interaction Terms in Moderated Multiple Regression. Journal of Management, 1994, 20, 159-165 (get it here: http://www.bus.lsu.edu/management/faculty/abedeian/articles/SimpleQues-J OM1994.pdf ). Michael I. Lichter wrote: > Suppose you regress Y on A and B, and you expect an interaction > between 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 you > introduce the interaction term. > > However, in the regression Y = A + B + AB, the coefficient for B > remains non-significant even though the coefficient for AB is > significant. 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 still > significant? * * 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:*"Michael I. Lichter" <[email protected]>

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

**Re: st: Basic regression interaction term question***From:*John Antonakis <[email protected]>

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