Hi Statalisters,
I'm trying to create an interaction with a continuous variable and a
factor variable using c. as the prefix for the continuous variable. How
come I receive different results when using the following model syntax?
I understand that some of the output interpretations are slightly
different but things like the log likelihood, LR chi2, and degrees of
freedom should be the same.
Model 1:
stcox chemo#c.income
Model 2:
stcox chemo##c.income
Model 2 is equivalent to the following model:
gen chemo_income = chemo*income
stcox chemo income chemo_income
Model 1 contains exactly 1 less degree of freedom. It is not clear to
me why Model 1 and Model 2 aren't equivalent.
I was able to demonstrate that when interacting 2 factor variables the
following models would be equivalent:
stcox chemo#male
stcox chemo##male
However, I'm having a hard time showing the equivalency of interacting a
continuous and factor variable.
Tom Weichle
Math Statistician
Center for Management of Complex Chronic Care (CMC3)
Hines VA Hospital, Bldg 1, C202
708-202-8387 ext. 24261
[email protected]
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