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st: Understanding interaction tests using testparm


From   Amal Khanolkar <Amal.Khanolkar@ki.se>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Understanding interaction tests using testparm
Date   Thu, 17 Oct 2013 14:50:55 +0000

Hi,

I ran the code below to check if ethnic origin modifies the association between foetal growth rate and blood pressure (interaction test). The overall P value is 0.01 suggesting that ethnicity does interact in this particular association.

However, I'd like to know how one could interpret the two lines:  ( 1)  2.ethnicity_bi2x#c.bwtgestage_sd = 0 & ( 2)  3.ethnicity_bi2x#c.bwtgestage_sd = 0 following the testparm command? What if these two lines were not equal to zero, then what would it indicate or men?

. regress syst i.ethnicity_bi2x bwtgestage_sd i.ethnicity_bi2x#c.bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1 & sex==1, cluster (
> mor_lopnr)

Linear regression                                      Number of obs =  406833
                                                       F( 15,341530) = 1943.04
                                                       Prob > F      =  0.0000
                                                       R-squared     =  0.0678
                                                       Root MSE      =  10.684

                                           (Std. Err. adjusted for 341531 clusters in mor_lopnr)
------------------------------------------------------------------------------------------------
                               |               Robust
                          syst |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------------------------+----------------------------------------------------------------
                ethnicity_bi2x |
                            2  |  -.2589265   .1110183    -2.33   0.020    -.4765191   -.0413339
                            3  |   -3.66467   .2234417   -16.40   0.000    -4.102609   -3.226731
                               |
                 bwtgestage_sd |  -.6331861   .0183312   -34.54   0.000    -.6691147   -.5972576
                               |
ethnicity_bi2x#c.bwtgestage_sd |
                            2  |   .2487216   .1125171     2.21   0.027     .0281913    .4692519
                            3  |   .4104538   .2256185     1.82   0.069    -.0317518    .8526595
                               |
                           age |   .2760919    .037636     7.34   0.000     .2023263    .3498574
                         byear |   .1487112   .0040109    37.08   0.000     .1408499    .1565725
                               |
              conscript_office |
                            2  |  -3.088194     .04866   -63.46   0.000    -3.183566   -2.992822
                            3  |   2.079715    .052997    39.24   0.000     1.975842    2.183588
                            5  |  -2.656468   .0467039   -56.88   0.000    -2.748006    -2.56493
                               |
                           bmi |   .5760443   .0056095   102.69   0.000     .5650499    .5870388
                   height_cons |   .1654513   .0027716    59.70   0.000     .1600191    .1708835
                               |
                     education |
                            2  |   .0172131   .0475919     0.36   0.718    -.0760656    .1104918
                            3  |   .1056411   .0606545     1.74   0.082      -.01324    .2245223
                            4  |      .0973   .0585897     1.66   0.097    -.0175342    .2121342
                               |
                         _cons |  -211.6231   7.968493   -26.56   0.000    -227.2411   -196.0051
------------------------------------------------------------------------------------------------

. testparm i.ethnicity_bi2x#c.bwtgestage_sd

 ( 1)  2.ethnicity_bi2x#c.bwtgestage_sd = 0
 ( 2)  3.ethnicity_bi2x#c.bwtgestage_sd = 0

       F(  2,341530) =    4.05
            Prob > F =    0.0174


Thanks!

/Amal 


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