Re: st: Interaction in logit

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Mon, 25/10/10, Teemu.Kautonen@tse.fi wrote:
> My colleagues and I are working on an analysis where we
> have a dummy moderator and three continuous IVs which the
> dummy is hypothesised to moderate. The dependent variable is
> a dummy and we estimated a logit model. 
> 
> We have run the analysis both using the -inteff- command by
> Ed Norton and his colleagues and by analysing the odds
> ratios, as advised by Jaccard (2001). 
<snip> 
> Does anyone have more experience with this type of analysis
> and with these two approaches to analysing interactions in
> binary regression? 

Please give complete references. This is a multi-disciplinary
list, and literature you assume so universally well known that
a "name-year" reference will suffice is likely to be completely 
unknown in other disciplines.

Interactions in terms of odds ratios and marginal effects are 
subtly different, in that odds ratios are effects in relative 
terms with respect to the baseline odds while marginal effects 
are absolute effects. This means that the interaction effects 
as computed by -inteff- are sensitive to differences in the 
baseline odds, while the interaciton effects in terms of the 
ratio of odds ratios is not sensitive to this difference. 
Sensitivity with respect to differences in the baseline odds 
is not necesarily a bad thing, it is a substantive quesiton 
whether or not you want to control for that. I wrote an 
example of that in:

M.L. Buis (2010) "Stata tip 87: Interpretation of interactions 
in non-linear models", The Stata Journal, 10(2), pp. 305-308.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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