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RE: st: interaction without linear terms
I didn't really understand what exactly I should lokk at. However,
regarding the standard errors, my problem is not obtainign the std
errors but obtaining the variance. I know how to compute the errors for
an already given the variance.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Mirko
Sent: 23 May 2007 14:39
To: [email protected]
Subject: Re: st: interaction without linear terms
I really invite you to have a look at this web page by Matt Golder full
of hints about multiplicative interaction terms, correct standard errors
and Stata codes, which is a companion of:
Thomas Brambor, William Roberts Clark, Matt Golder "Understanding
Interaction Models: Improving Empirical Analyses"
(Political Analysis 14: 63-82),
http://homepages.nyu.edu/~mrg217/interaction.html
Regarding your point and in brief, they say:
"We recommend that scholars include all constitutive terms in their
interaction model specifications".
Hope this helps
Mirko
On 5/23/07, Richard J Stoll <[email protected]> wrote:
> On Wed, 23 May 2007, Wanli Zhao wrote:
>
> > I have a basic(?) econometric question on regressions with
> > interactions. My search on this did not product much. Do I have to
> > include the linear terms in the regression when I also have
> > interactions (include x & y when I have x*y)? What does it mean
> > when I drop x, or y or BOTH (always keep x*y)? Any help is highly
> > appreciated (occasions where different model is suitable),
especially what I should get to read!
> >
>
> Yes.
>
> The "classic" article in political science is:
> Friedrich, Robert. 1982. "In Defense of Multiplicative Terms in
> Multiple Regression Equations." American Journal of Political Science
26: 797-833.
>
>
> ----------------------------------------------------------------------
> -- Richard J. Stoll * Professor of Political Science * Rice University
> Dept. Political Science MS 24 * P.O. Box 1892 * Houston TX 77251-1892
> E-mail: [email protected] * Tel: 713-348-3362 * FAX: 713-348-5273
>
> *
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>
*
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