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From | Lukas Borkowski <LukasBork@hotmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Test for significance in Interaction model |
Date | Mon, 4 Jun 2012 21:33:45 +0200 |
Dear David, thanks for your help. I just ran a F-test for joint significance of b2 and b3. Thats what I meant by the combined effect of x2 and x1*x2. So you perfectly answered by questiont! Thanks! # Lukas Borkowski Am 03.06.2012 um 19:48 schrieb David Hoaglin: > Dear Lukas, > > It would help if you told us more about what you mean by "the combined > effect of x2 and x1*x2 for the case of x1=1." > > In your simplified model, > > b0 is the mean of y for x1 = 0, adjusting for the contribution of x2. > In this model, when x1 = 0, you have the line y = b0 + b2x2, so b0 is > its intercept. > > b1 is the difference between the mean of y for x1 = 1 and the mean of > y for x1 = 0, adjusting for the contribution of x2. > > b2 is the slope of y against x2 when x1 = 0 > > b2 + b3 is the slope of y against x2 when x1 = 1. > > > It is often of interest to test whether b3 = 0 (i.e., whether the > slope of y against x2 is the same for x1 = 1 and x1 = 0) and, if so, > to test whether b2 = 0 and b3 = 0 (i.e., no slope against x2). > > David Hoaglin > > On Sun, Jun 3, 2012 at 7:04 AM, Lukas Borkowski <lukasbork@hotmail.com> wrote: >> Dear all, >> >> I am a quite new stata user and I am trying to find a way to check whether the combined effect of my interaction effect is significant. >> My model can be simplified as y = b0 + b1x1 + b2x2 + b3x*1x2. x1 is a dummy variable and x2 a variable. I would now like to check whether the combined effect of x2 and x1*x2 for the case of x1=1 is significant. But I am not sure how. I used -test x2 x1*x2- and -testnl _b[x2]*_b[x1*x2] = 0- but I have absolutely no idea if that is correct or not. Could you please help me? Thank you! > > * > * 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/