Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Verena Dill <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Testing interaction terms / mutually exclusive variables |

Date |
Thu, 20 Jun 2013 17:53:46 +0200 |

Thank you very much in advance Verena Am 19.06.2013 16:39, schrieb David Hoaglin:

Verena, Not exactly. I would not have included var00, which has no data to support it. Your data do not allow you to test whether the effects of var1 and var2 are additive. You can estimate the effect of var1 when var2==1 and the effect of var2 when var1==1, but you cannot estimate the "marginal" effect of either var1 or var2 (averaging over the levels of the other variable). The two comparisons that you can make are var11 - var10 and var11 - var01. I assume that having 0 observations out of 700 with var1==0& var2==0 reflects some structural aspect of your data, rather than a chance occurrence. That structure allows you to estimate the effects of var01, var10, and var11 (perhaps with one category as the reference category), but it does not allow you to estimate the interaction of var1 and var2 (in the usual sense). Perhaps the structure provides a framework for restating the question and interpreting the three effects that you can estimate. David Hoaglin On Wed, Jun 19, 2013 at 9:27 AM, Verena Dill<[email protected]> wrote:What you wrote is exactly what I did in my regression (output below, just for the matter of illustration I included the four categories; var11: var1==1& var2==1, var10: var1==1& var2==0, var01: var1==0& var2==1, var00: var1==0& var2==0; because of the below mentioned structure of the data two of the categories are omitted). ------------------------------------------------------------------------------ partner | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- var11 | .7478253 .3528458 2.12 0.034 .0562602 1.43939 var10 | .9636673 .3315029 2.91 0.004 .3139335 1.613401 var01 | 0 (omitted) var00 | 0 (omitted) _cons | -.63364 .3095231 -2.05 0.041 -1.240294 -.0269858 But my question is: how can I test if the coefficients _b[var11] and _b[var10] are equal taking the "interaction"-nature of the variables into account? Using only "test _b[var11]= _b[var10 ]" does not account for that. Is there any other procedure I could use here (maybe similar to contrast)?* * 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 / mutually exclusive variables***From:*David Hoaglin <[email protected]>

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

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

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

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

- Prev by Date:
**re: Re: st: Difference-in-Difference and matching using -diff** - Next by Date:
**st: 1) Estimate a Correlated Random Coefficient Regression with an Endogenous Regressor for Panel Data?** - Previous by thread:
**Re: st: Testing interaction terms** - Next by thread:
**Re: st: Testing interaction terms / mutually exclusive variables** - Index(es):