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From |
Verena Dill <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Testing interaction terms |

Date |
Wed, 19 Jun 2013 15:27:29 +0200 |

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var01 | 0 (omitted) var00 | 0 (omitted)

Am 19.06.2013 14:25, schrieb David Hoaglin:

Verena, Because the data have no observations for var1==0& var2==0, it is not possible to express the combined effect of those variables (in the linear predictor) in the usual way, (effect of var1) + (effect of var2) + (interaction). One alternative approach is to treat the combination of var1 and var2 as a categorical variable with three categories: var1==0& var2==1, var1==1& var2==0, and var1==1& var2==1. David Hoaglin On Wed, Jun 19, 2013 at 8:06 AM, Verena Dill<[email protected]> wrote:I obtained the coefficients from a regression model and want to test whether or not the coefficients are significantly different from each other. The problem now is that the two variables are related to each other like interactions and only partly overlap. var1: variable 1 (dummy) var2: variable 2 (dummy) interaction: interaction of variable 1 and variable 2 tab var1 var2 var1 | var2 | 0 1 | Total -----------+----------------------+---------- 0 | 0 122 | 122 1 | 322 256 | 578 -----------+----------------------+---------- Total | 322 378 | 700 Since no observations exist for var1==0& var2==0 I can only include the interaction and one of the variables (just to mention that: From a theoretical sense it makes sense to do so): "probit var1 interaction" Now I want to test if I can reject the hypothesis that _b[var1]=_b[interaction]. If I use the standard command "test" it does not account for the fact that these variables are related. Because of the nature of my variables I wanted to use the "contrast" command but this only works if I'd use something like this before: "probit var1##var2" which is not solvable because of the above mentioned fact that var1==0& var2==0 does not exist in the data. Can anybody suggest another command that takes into account that the two variables are interacted or has ideas on how to adjust the "contrast"-command? Any help is greatly appreciated! Verena* * 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/

**Follow-Ups**:**Re: st: Testing interaction terms***From:*David Hoaglin <[email protected]>

**Re: st: Testing interaction terms***From:*Richard Goldstein <[email protected]>

**References**:**st: Testing interaction terms***From:*Verena Dill <[email protected]>

**Re: st: Testing interaction terms***From:*David Hoaglin <[email protected]>

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