Re: st: question about the interaction term

[Maarten Buis <maartenlbuis@gmail.com>]

On Thu, Apr 25, 2013 at 6:12 AM, ZHVictor  wrote:
> In B=0 case, I have a significant slope for A
> In B=1 case, the slope of A becomes coefficient of A+coefficient of A*B, however it becomes insignificant.
> A*B is an interaction term. I have an insignificant coefficient of A*B. That means the coefficient of A*B is like 0
> Thus, in B=1 case, the slope of A is like coefficient of A+0. Therefore, I am expecting in B=1 case, the slope of A should be also significant as in B=0 case.

This is a good example of the point made in:

Andrew Gelman and Hal Stern (2006) The Difference Between
"Significant" and "Not Significant" is not Itself Statistically
Significant. The American Statistician, 60(4):328-331.
<http://www.stat.columbia.edu/~gelman/research/published/signif4.pdf>

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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