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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: question about the interaction term |
| Date | Thu, 25 Apr 2013 11:08:21 +0200 |
On Thu, Apr 25, 2013 at 10:33 AM, ZHVictor <victerzj2@hotmail.com> wrote: > OK, I am thinking the basic idea of the paper is even the small and insignificant change can lead to a large change in significance level Applying it to my example, it means even the interaction term is insignificant, the coefficient of A may be insignificant in B=1 case even thought it is significant in B=0 case. Thus, if I only look at the insignificant interaction term, I may conclude that the coefficient of A is still significant in B=1 case as in B=0 case. So it means even though the interaction term is insignificant, it may still be able to change the significance level of A. The authors start from another position: they see a common mistake of the form "effect of variable A is significant in group B=1 and insignificant in group B=0 and _therefore_ the effect of A is different between groups B=1 and B=0". In order to determine whether the effects are different one needs to look at the significance of the interaction term. > For my case, I need to know two things. First, whether the coefficient of A is significant in B=0 case. Second, whether the coefficient of A is significant in B=1 case. Thus, for the B=0 case, it is easy to see the significance of A in the regression. However, for B=1 case, the coefficient of A becomes the coefficient of A+the coefficient of A*B. Therefore, I should test A+A*B=0. Right? Correct, but make sure that noone interprets the result that one effect is significant and the other is insifinicant as "the effect of A in group B=1 is different from the effect of A in group B=0". You may also be interested in: M.L. Buis (2012) "Stata tip 106: With or without reference", The Stata Journal, 12(1), pp. 162-164. This discusses how you can obtain the results you want directly. >> > 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? >> >> I don't understand that question, where did the 0 come from? > > Since the interaction term is insignificant， I can treat it as 0. That is where the 0 comes from. Insignificant just means that you cannot reject the hypothesis that the coefficient is 0. In statistical testing "not rejecting" is not the same as "accepting". In fact, we can never accept an hypothesis. So the statement that insignificant means you can treat a coeficient as 0 is false. -- 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/