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| From | daniel klein <klein.daniel.81@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: 3-way interaction // interpretation |
| Date | Mon, 4 Nov 2013 15:41:33 +0100 |
The interpretation of the coefficient for a three way interaction is pretty much a straight forward extension of a (two way) interaction. The coefficient of x#d1#d2 describes how the effect of x interacts with d1 by d2 or, in other words, how the slope differences of x between the groups indicated by d1 differs itself as a function of d2. Sometimes only one direction of such interactions is of theoretical interesst, however, even in this case most people I know (including me) would prefer a graphical illustartion of such an effect. For this see Mitchell (2012:383). Best Daniel Mitchell, Michael, N. (2012). Interpreting and Visualizing Regression Models Using Stata. College Station, Texas: Stata Press. -- Dear Statalisters, I am working with a OLS fixed effects model which include a 3 way interaction variable between two dummies and a continuous variable x. I run the following model in Stata version12: regress Y c.x##d1 ##d2 ..., where d1 and d2 are dummy variables. [...] I am strugling with the interpretation of the 3-way interaction: x#d1#d2, I would be really appreciate to receive references or help in the interpreation of this coefficient. * * 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/