Re: st: Basic regression interaction term question

["Frederick J. Boehmke" <frederick-boehmke@uiowa.edu>]

Others have given good advice on this question. There are multiple 
relevant questions that one can ask, including whether the coefficient on 
the interaction is different from zero or whether the marginal effect of
B is different from zero. The latter includes two coefficients and depends 
on the value of A (H_0: b_B + b_AB*A = 0).

I'll use this opportunity to plug a utility I wrote to graph this marginal 
effect with a confidence interval. Type -net search grinter- to find it.

Description

grinter allows the user to graph the marginal effect of an interacted 
variable. grinter should work with any equation with a linear index:  if 
the index is Xb = b1 + b2*x_1 + b3*x_2 + b4*x_1*x_2, grinter can graph 
either b2 + b4*x_2 or b3 + b4*x_1. The graph includes a vertical line at 
the mean value of the other constitutive term comprising the interaction 
(the modifying variable). It currently does not support other types of 
interactions (e.g., interactions with more than one variable).



On Fri, 10 Oct 2008, Michael I. Lichter wrote:

> Date: Fri, 10 Oct 2008 13:53:11 -0400
> From: Michael I. Lichter <mlichter@buffalo.edu>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Basic regression interaction term question
>
> 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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                                                         - Fred

 < ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 >  Frederick J. Boehmke
 <  Associate Professor of Political Science
 >  University of Iowa
 <
 >  308 Schaeffer
 <  319-335-2342
 >  http://www.fredboehmke.net
   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/