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Re: st: Interaction terms
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: Interaction terms
Date
Tue, 03 May 2011 09:28:59 -0500
At 08:05 AM 5/3/2011, lreine ycenna wrote:
(2) when I run regress y ov edu wealth eduxwealth ovxedu ovxwealth
ovxeduxwealth, OV has a negative coefficient,
but it changes to positive when I run regress y ov wealthxedu
ovxwealthxedu. What does this suppose to mean?
In your 2nd regression command, you are not including the main
effects of wealth and education, or all of the 2 way interactions
involving ov, wealth and edu. You almost always want to include the
lower level terms when running a model with interactions. So, if you
thought those 2 models, as written, were equivalent, they are not.
Incidentally, if you have Stata 11, you may wish to use factor
variables instead of computing your own interaction terms. This is
especially true if you want to run the margins post-estimation command.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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