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Re: st: Moderation effect by splitting the sample


From   Rebecca Pope <rebecca.a.pope@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Moderation effect by splitting the sample
Date   Wed, 2 Jan 2013 11:07:43 -0600

Okay. Thanks.

On Wed, Jan 2, 2013 at 10:53 AM, David Radwin <dradwin@mprinc.com> wrote:
> Rebecca,
>
> Aside from the simplicity argument outlined below, I can't think of a
> reason.
>
> David
>
> --
> David Radwin
> Senior Research Associate
> MPR Associates, Inc.
> 2150 Shattuck Ave., Suite 800
> Berkeley, CA 94704
> Phone: 510-849-4942
> Fax: 510-849-0794
>
> www.mprinc.com
>
>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
>> statalist@hsphsun2.harvard.edu] On Behalf Of Rebecca Pope
>> Sent: Wednesday, January 02, 2013 8:33 AM
>> To: statalist@hsphsun2.harvard.edu
>> Subject: Re: st: Moderation effect by splitting the sample
>>
>> Thanks David. Sorry for the delay responding. I've been away for the
>> holidays.
>>
>> Your earlier post is missing from my inbox. All I have is the chain
>> with Maarten's response. I went back and read the archives for context
>> on your response to my query, but I appreciate you reposting the
>> paper.
>>
>> I see the value of using the graphs presented for conveying
>> information to non-technical audiences. I'm still not convinced after
>> reading this paper that discretizing a continuous regressor is a good
>> idea when conducting inferential analysis. Reading your earlier posts,
>> the ones you cited, and the subtext of the paper, I am left with the
>> impression that this is the general consensus.
>>
>> I'm going to rephrase my original question to my intent rather than
>> what it strictly said:
>> Is there any econometric (or statistical if you prefer) reason to
>> choose to conduct a "split" analysis unless you have natural groups
>> and a strong theoretical reason to not force equality in their
>> variances?
>>
>> Thanks,
>> Rebecca
>>
>>
>>
>> On Fri, Dec 21, 2012 at 11:09 AM, David Radwin <dradwin@mprinc.com>
> wrote:
>> > Rebecca,
>> >
>> > Sometimes you want to present a result in a simpler or less technical
>> way,
>> > perhaps to a non-expert audience. It is often easier and more
>> parsimonious
>> > to compare two groups, whether verbally or in a table or graph. The
> cost
>> > is some loss in power. But it may be possible to present the
> continuous
>> > relationship, too, perhaps in an appendix or some other less prominent
>> > fashion.
>> >
>> > For an example of how income (a continuous variable that could be
> split
>> > into two groups for simplicity) is related to voting in US
> presidential
>> > elections, please see the work I referred to earlier:
>> >
>> > Gelman, A., & Park, D. K. (2009). Splitting a predictor at the upper
>> > quarter or third and the lower quarter or third. The American
>> > Statistician, 63(1), 1-8.
>> > http://www.stat.columbia.edu/~gelman/research/published/thirds5.pdf
>> >
>> > David
>> > --
>> > David Radwin
>> > Senior Research Associate
>> > MPR Associates, Inc.
>> > 2150 Shattuck Ave., Suite 800
>> > Berkeley, CA 94704
>> > Phone: 510-849-4942
>> > Fax: 510-849-0794
>> >
>> > www.mprinc.com
>> >
>> >
>> >> -----Original Message-----
>> >> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
>> >> statalist@hsphsun2.harvard.edu] On Behalf Of Rebecca Pope
>> >> Sent: Thursday, December 20, 2012 1:24 PM
>> >> To: statalist@hsphsun2.harvard.edu
>> >> Subject: Re: st: Moderation effect by splitting the sample
>> >>
>> >> Maarten wrote: "Splitting a sample means that you added an
> interaction
>> >> term with all variables. This is typically not what you want, and
>> >> often leads to a severe loss of power."
>> >>
>> >> My understanding is that you would only do this when you have natural
>> >> groups and a strong theoretical reason to not force equality in their
>> >> variances. Is there any other situation where this approach is
>> >> warranted?
>> >>
>> >>
>> >> Thanks,
>> >> Rebecca
>> >>
>> >>
>> >>
>> >>
>> >> On Thu, Dec 20, 2012 at 1:53 PM, Maarten Buis
> <maartenlbuis@gmail.com>
>> >> wrote:
>> >> > On Thu, Dec 20, 2012 at 8:42 PM, Ebru Ozturk wrote:
>> >> >> For non-linear models, I want to test the moderation effect of X
>> >> variable. Can I test this moderation effect by spliting the sample
>> >> according to X variable (moderator)?
>> >> >
>> >> > That is typically inefficient. Moderation is just an interaction
>> >> > effect. Splitting a sample means that you added an interaction term
>> >> > with all variables. This is typically not what you want, and often
>> >> > leads to a severe loss of power. It is even worse if your variable
> x
>> >> > is continuous and you are splitting the sample by first making it
>> >> > categorical by splitting it at some arbitrary number (e.g. the
> median
>> >> > from your previous question). That is a very bad idea, as you would
>> >> > loose even more information that way. Instead you should just add
>> your
>> >> > interaction effect and interpret it correctly. Various examples are
>> >> > given here:
>> > <http://www.maartenbuis.nl/publications/interactions.html>.
>> >> >
>> >> > -- Maarten
>> >> >
>> >> > ---------------------------------
>> >> > Maarten L. Buis
>> >> > WZB
>> >> > Reichpietschufer 50
>> >> > 10785 Berlin
>> >> > Germany
>> >> >
>> >> > http://www.maartenbuis.nl
>> >> > ---------------------------------
>
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