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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Specification text for continuous Interaction term model over dummy variable model. |

Date |
Thu, 19 Jan 2012 11:48:17 +0000 |

You could add both terms to a wider model. Nick On Thu, Jan 19, 2012 at 11:23 AM, natasha agarwal <agarwana2@googlemail.com> wrote: > Thanks John, > > But is there a statistical test to formally test the same? > > Thanks, > Natasha > > 2012/1/19 Johan Hellström <johan.hellstrom@pol.umu.se>: >> Natasha, >> >> I would say the first model, the continuous*continuous interaction model, as in model 2 you throw away a lot of potentially useful information in the data. >> >> Best, >> Johan Hellstrom >> >>>Dear All, >>> >>>I was trying to estimate a model first with continuous interaction >>>term and then as a dummy model, and I wanted to know which one would >>>be my preferred model. Is there any test to test the same. >>> >>>Model 1: >>> >>>xtreg x y z a*b, fe vce(robust) [a*b=continuous interaction term] >>> >>>Model 2: >>> >>>xtreg x y z a*c, fe vce(robust) [c=1 if b>0.50] >>> >>>I want to test which is a better model? >>> * * 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/

**References**:**Re: st: Specification text for continuous Interaction term model over dummy variable model.***From:*Johan Hellström <johan.hellstrom@pol.umu.se>

**Re: st: Specification text for continuous Interaction term model over dummy variable model.***From:*natasha agarwal <agarwana2@googlemail.com>

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