Re: st: Basic regression interaction term question

[John Antonakis <John.Antonakis@unil.ch>]

Yes. What's important is the coefficient of the AB term. The test A B AB 
is simply the F-test that the coefficients are simultaneously different 
from zero. If you care about interaction, AB is what is important, 
regardless of the significance of B or A or A B or A B AB..

Here is an interesting paper about this question: Bedeian, A. G., and 
Mossholder, K. W. Simple Question, Not so Simple Answer: Interpreting 
Interaction Terms in Moderated Multiple Regression. Journal of 
Management, 1994, 20, 159-165 (get it here:       
http://www.bus.lsu.edu/management/faculty/abedeian/articles/SimpleQues-JOM1994.pdf 
).

Best,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean 
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

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____________________________________________________



Michael I. Lichter wrote:
> This is a pretty basic question, but I haven't been able to find any 
> examples in the lit with this particular configuration ...
>
> Suppose you regress Y on A and B, and you expect an interaction 
> between A and B.
>
> In the regression Y = A + B, the coefficient for B is not significant, 
> but you have reason to think that it will be significant once you 
> introduce the interaction term.
>
> However, in the regression Y = A + B + AB, the coefficient for B 
> remains non-significant even though the coefficient for AB is 
> significant. Yet, "test A B AB" is significant.
>
> Is it reasonable to treat this as a significant interaction?
>
> What if AB is not significant either but "test A B AB" is still 
> significant?
>
> Michael
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