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| From | ZHVictor <victerzj2@hotmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: question about the interaction term |
| Date | Thu, 25 Apr 2013 07:32:25 +0000 |
Dear Maarten, Thank you for your reference. So that means whenever I have the similar regression, I should use "test A+A*B=0" to double check, rather than only look at the interaction term. Thus, for B=0 case, I should only look at the p-value of the coefficient of A to see whether the coefficient of A is significant. However, for B=1 case, I should actually test whether A+A*B is significant (use test A+A*B=0). If A+A*B is insignificant different from zero, I should say A has on effect on Y when B=1, even if the interaction term is insignificant. Is what my understanding correct? One more question is if the coefficient of A is -0.4 and the coefficient for the interaction is 0.2, so the coefficient of A in B=1 case should be -0.4+0.2=-0.2 but not -0.4+0=-0.4. Is that correct? Thank you! Vic ---------------------------------------- > Date: Thu, 25 Apr 2013 09:05:58 +0200 > Subject: Re: st: question about the interaction term > From: maartenlbuis@gmail.com > To: statalist@hsphsun2.harvard.edu > > 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 > --------------------------------- > * > * 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/ * * 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/