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st: Re:
<>
Stata reserves its most comprehensive postestimation suite of commands
for -regress- accessible via -help regress_postestimation-. Make use of
them...
BTW, are you sure OLS is appropriate for your underlying theoretical model?
I grew up with the OLS estimator during my econometrics education, but have
concluded that it simply does not get you published...
HTH
Martin
_______________________
----- Original Message -----
From: "Antonio Silva" <[email protected]>
To: "Stata list" <[email protected]>
Sent: Saturday, February 07, 2009 5:29 PM
Hello Statlist:
I have an OLS model that looks like this: y = constant + b + c + d + e +
f.
c is the variable in which I am most interested. In the basic model, c
turns out NOT to be significant (it is not even close).
However, when I include an interaction term in the model, c*f, c turns out
to be highly significant.
So the new model looks like this: y = constant + b + c + d + e + f + c*f.
The interaction term, c*f, is highly significant as well (though in many
versions f is NOT significant).
My question is this: Is it defensible JUST to report the results of the
fully specified model--that is, the one with the interaction? I kind of
feel bad knowing that the first model does not produce the results I
desire (I am very happy c ends up significant in the full model--it helps
support my hypothesis). I have heard from others that if the variable of
interest is NOT significant without the interaction term in the model but
IS significant WITH the interaction term, I should either a) report the
results of both models; or b) assume the data are screwy and back away...
What do you all think?
Thanks so much.
Antonio Silva
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