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st: Interpreting triple interactions


From   Erasmo Giambona <[email protected]>
To   statalist <[email protected]>
Subject   st: Interpreting triple interactions
Date   Wed, 8 Sep 2010 14:11:11 +0200

Dear Statalist,

I am using panel data to estimate an Investment model. On the
right-hand-side, I have a triple interaction term involving 3 dummy
variables. Namely, whether the firm is Small (S), whether the firm is
European (E), and finally wether New Accounting (NA)standards are in
place. The regression also includes all the individual dummies as well
as their pairwise interactions. 7 regressors in total. My variable of
interest is the triple interaction, which essentially is a
difference-in-difference-in-differences estimator. The triple
interaction (S*E*NA)enters the regression with a positively
significant coefficient.

I am having hard time interpreting this result. Does the positive
triple interaction mean that Small, European firms, after New
Accounting standards are investing more than Small European firms
prior to the New Accounting standards?

Can somebody provide some help including some good reference if available?

Thanks,

Erasmo
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