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From |
Adam Olszewski <adam.olszewski@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Understanding interaction tests using testparm |

Date |
Thu, 17 Oct 2013 11:03:48 -0400 |

Hi Amal, You ran a regression model with an interaction between two variables. You then requested a Wald test for the interaction term. Stata displays to you what is specifically being tested, ie. that the two coefficients of the equation terms (which were estimated as 0.248 and 0.41) are equal to zero. The test has a P value of 0.017, which rejects the hypothesis that both coefficients are simultaneously equal to zero. Therefore there is a statistically significant interaction between your two variables. If both coefficients would be zero, then the term falls out of the equation, there would be no interaction and you could omit the term from the model. Testparm lists those two equations just for your convenience and clarity. Nothing particularly magical about it. Adam On Thu, Oct 17, 2013 at 10:50 AM, Amal Khanolkar <Amal.Khanolkar@ki.se> wrote: > 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 > > > * > * 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: Understanding interaction tests using testparm***From:*Amal Khanolkar <Amal.Khanolkar@ki.se>

**References**:**st: Understanding interaction tests using testparm***From:*Amal Khanolkar <Amal.Khanolkar@ki.se>

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