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st: 3-way interaction // interpretation


From   Mario Jose <[email protected]>
To   [email protected]
Subject   st: 3-way interaction // interpretation
Date   Mon, 4 Nov 2013 14:17:09 +0100

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 have obtained the following coefficient estimates:

***excerpt***
Y                       Coef.              Std. Err.           t
X                   -3.564897       .2696342       -13.22
d1                  -.3814526      .0662797         -5.76
X#d1            1.144184        .2277408           5.02
d2                  -.1610461      .0704304         -2.29
X#d2               .9596349      .234921            4.08
d1#d2          1 .1886001     .078263             2.41
x#d1#d2        -.601969       .2707492         -2.22
.....
.....
***end of excerpt ***

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.

Best regards,
MJ
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