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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Standardized interaction terms - which p-values hold? |

Date |
Tue, 15 Jan 2013 20:20:19 +0100 |

On Tue, Jan 15, 2013 at 5:59 PM, Elisabeth Bublitz wrote: > This leaves one more question open: How should you handle changing p-values? > The so far prefered option (A) returns something different than a regression > with unstandardized variables (B). > > From what I know, a standardization of variables should only change > coefficients not p-values. That is not true when your model includes interactions. Say your model has two variables: age (A) and breath (B) and an interactionterm A*B. The effect of age is the effect of age when breath = 0 and similarly the effect of breath is the effect of breath when age = 0. So if you change the meaning of the value 0 of your variables by standardizing the variables age and breath, than that involves a substantive change in the null-hypothesis and should thus result in a change in p-values. So the solution is, as always, to think carefully about which null hypothesis you want to test before reporting p-values. > To get identical p-values as in the baseline > regression (with unstandardized variables) it is necessary to leave > variables unstandardized before creating the interaction. If I then > standardize the interaction term, it gives identical p-values (C). As I explained above, that is true, but typically that is not what you want. -- Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Standardized interaction terms - which p-values hold?***From:*Elisabeth Bublitz <elisabeth.bublitz@uni-jena.de>

**References**:**st: Standardized interaction terms - which p-values hold?***From:*Elisabeth Bublitz <elisabeth.bublitz@uni-jena.de>

**Re: st: Standardized interaction terms - which p-values hold?***From:*Joerg Luedicke <joerg.luedicke@gmail.com>

**Re: st: Standardized interaction terms - which p-values hold?***From:*Jeffrey Wooldridge <jmwooldridge60@gmail.com>

**Re: st: Standardized interaction terms - which p-values hold?***From:*Elisabeth Bublitz <elisabeth.bublitz@uni-jena.de>

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