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st: interaction between continuous variables


From   "alessia matano" <[email protected]>
To   [email protected]
Subject   st: interaction between continuous variables
Date   Tue, 4 Sep 2007 18:34:11 +0200

Hi,

I am trying to perform a regression trying to put an interaction term
between two continuous variables.
In a first attempt I discretize one of them and then multiply the
relative dummy with the other variable, and I obtained some
interesting effect.
Then I red that this is not correct to be done and it is also
arbitrary (because I decide how descretize one variable...I was
calcultaing some threshold using the percentiles say p(33) p(66))
getting three values.

Therefore I red some papers saying that you should centered the
continuous variables (becuase of problem of multicollinearity: is that
correct?) and then simply multiply them. In this way results are not
so interesting anymore. The main and interacted variables together are
never significant and it happens (and here I would like your help)
that in one case only the interacted is significant while the main
effect is not. Whta does it mean?
Can someone help me.

Thanks
alessia
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