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st: interaction effects vs. interaction coefficients using contrast?


From   Colleen Nugent <[email protected]>
To   [email protected]
Subject   st: interaction effects vs. interaction coefficients using contrast?
Date   Sat, 04 Feb 2012 08:51:07 -0500 (EST)

I'm running an event history model using discrete-time multinomial logit in Stata 12, and I have a three-category by three-category interaction.  I want to know if certain groups formed by combinations of those two variables are significantly different frome one another.  I've read through the Stata 12 manual and examples related to using "contrast" and "lincom" for testing differences between groups after fitting a model, but I haven't been able to figure out if either or both of these methods takes into account the multiplicative (or additive if a person is using probabilities instead of relative risk ratios) nature of overall interaction effects, which can involve two or three individual coefficient terms together rather than just a single coefficient.  Do contrast and lincom take this into account when they test the statistical significance of differences between particular groups?
Thanks.
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