Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: difference between interaction created with # and created with xi3
From
uso stata <[email protected]>
To
[email protected]
Subject
st: difference between interaction created with # and created with xi3
Date
Mon, 23 Aug 2010 15:49:23 -0400
Hello statlist,
I am currently using a linear model specification and I am fiddling
with interactions.
I have three BINARY regressors a b c
When I use the command a#b#c stata spits out 7 interactions:
a b c
0 0 1
0 1 0
0 1 1
1 0 0
1 0 1
1 1 0
1 1 1
when I use xi3: and a*b*c I get:
a
b
c
_Iaxb
_Iaxc
_Ibxc
_axbxc
While the main effects are identical, i.e. the coefficient of "0 0 1"
is the same as the coefficient of "c", the interaction terms are all
different.
P
The xi3 methods generates the same coefficient as the a##b##c method,
that is equivalent to i.a i.b i.c a#b#c
So my question is what is the specification that stata creates for
a#b#c? How do I interpret for example "0 1 1", I thought it was the
same as the interaction of b and c, but it seems not.
*
* 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/