Re: st: Understanding Factor variables - is order significant ?

[Richard Williams <richardwilliams.ndu@gmail.com>]

> This is a perplexing state of affairs! I don't know how to explain this!
>
> I hope someone can help explain!
Michael, I am relieved that someone else is confused!  Tweaking your 
code a bit,
use http://www.ats.ucla.edu/stat/stata/dae/poissonreg, clear
gen himath = math > 50
poisson daysabs himath#male, nolog
poisson daysabs ib0.male#ib1.himath, nolog
poisson daysabs ib1.himath#ib0.male, nolog
poisson daysabs ib0.male##ib1.himath, nolog
poisson daysabs ib1.himath##ib0.male, nolog

The first 2 models give the correct result -- LR Chi-square = 
202.49.  The 3rd gives the incorrect result of LR chi-square = 
144.99.  The last 2 commands, using ## instead of #, also give the 
correct results.
In the few examples we've tried where we knew the correct answer, it 
looks like interactions of the form b0.x1#b1.x2 worked fine but 
b1.x2#b0.x1 caused problems.  Further, plain old regress seems to 
work fine regardless of how you do the interactions but ml techniques 
like poisson and ologit have problems.
I strongly suspect there is some sort of bug here.  But if not, maybe 
we'll get a fascinating explanation that will greatly add to our 
understanding of interaction effects!
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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