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From | "JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Fwd: How to interpret regression? |
Date | Tue, 25 Sep 2012 08:31:09 -0400 |
On Tue, Sep 25, 2012 at 8:05 AM, Kresten Buch <krestensb@gmail.com> wrote: > > Dear Statalist, <snippety doo dah> > If I include all variables in the model, I get significant effects > from both sets of interaction variables. If only one set is included, > then I nothing is significant, no matter witch one is excluded. > > I hope the explanation makes sense ? This is a very complicated model. All the interactions are likely to create collinearity issues and make individual regression coefficients unlikely to be statistically significant. How much does the R^2 change when you add variables as a block? If it's a lot you can use -test- to determine if the addition of the interactions is jointly significant, even if it's hard to tell which one is from the individual coefficients. I think that, at least for interpretational issues you should create some simpler versions as benchmarks to evaluate the interactions against. I would also recommend centering all continuous predictor variables and creating interactions from them. That's statistically equivalent but should help break up the collinearity effect on the individual regression weights. * * 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/