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Re: st: Cross-level interaction with xtmixed


From   Joerg Luedicke <joerg.luedicke@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Cross-level interaction with xtmixed
Date   Tue, 10 Jan 2012 10:57:03 -0500

Perhaps it would be helpful if you could post the output of the two
models plus output from your marginal effects calculations.

J.

On Tue, Jan 10, 2012 at 7:34 AM, Marc Peters <marcpeters32c@yahoo.se> wrote:
> I really don't want to bug you with this question. But if anyone know anything about this I would appreciate your help tremendously.
> Please don't hesitate to ask me if you need more information.
>
> Best,
>
> Marc
>
>
> ----- Ursprungligt meddelande ----
> Från: Marc Peters <marcpeters32c@yahoo.se>
> Till: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Kopia:
> Skickat: måndag, 9 januari 2012 10:20
> Ämne: st: Cross-level interaction with xtmixed
>
> Dear all,
>
> I am trying to run a multi-level OLS-regression with a cross-level interaction. My main model uses random intercepts (but not random slopes).
>
> I use the xtmixed command in Stata:
>
> xtmixed depvar indepvar1 indepvar2 indepvar3 indepvar|| groupvar:, var
>
> In this model indepvar1 (continuous level-1 variable) becomes highly significant. Indepvar1 is the only level-1 variable in the model. I would like to see whether the effect of indepvar1 decreases if interacted with indepvar2 (a continuous level-2 variable with only four observed values). Since this is a cross-level interaction I need to sepcify a random slope model:
>
> xtmixed depvar indepvar1 indepvar2 indepvar1*indepvar2 indepvar3 indepvar4|| groupvar: indepvar1, cov(un)
>
> In this model both indepvar1 and indepvar1*indepvar2  becomes insignificant. When using the margins command to see the marginal effect of indepvar1 at the different levels of indepvar2, indepvar1 is insignificant at every level of indepvar2. I have a porblem understanding why this is or how to interpret these results.
>
> Rerunning model 1 with random slopes (but with no interactions) indepvar1 also gets insignificant. Is there a problem with how I have specified the models or how should I understand the results? Why is a variable insignificant with random slopes, but significant without them?
>
> Best,
>
> Marc
>
>
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