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| From | Rebecca Pope <rebecca.a.pope@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Moderation effect by splitting the sample |
| Date | Wed, 2 Jan 2013 10:33:23 -0600 |
Thanks David. Sorry for the delay responding. I've been away for the holidays. Your earlier post is missing from my inbox. All I have is the chain with Maarten's response. I went back and read the archives for context on your response to my query, but I appreciate you reposting the paper. I see the value of using the graphs presented for conveying information to non-technical audiences. I'm still not convinced after reading this paper that discretizing a continuous regressor is a good idea when conducting inferential analysis. Reading your earlier posts, the ones you cited, and the subtext of the paper, I am left with the impression that this is the general consensus. I'm going to rephrase my original question to my intent rather than what it strictly said: Is there any econometric (or statistical if you prefer) reason to choose to conduct a "split" analysis unless you have natural groups and a strong theoretical reason to not force equality in their variances? Thanks, Rebecca On Fri, Dec 21, 2012 at 11:09 AM, David Radwin <dradwin@mprinc.com> wrote: > Rebecca, > > Sometimes you want to present a result in a simpler or less technical way, > perhaps to a non-expert audience. It is often easier and more parsimonious > to compare two groups, whether verbally or in a table or graph. The cost > is some loss in power. But it may be possible to present the continuous > relationship, too, perhaps in an appendix or some other less prominent > fashion. > > For an example of how income (a continuous variable that could be split > into two groups for simplicity) is related to voting in US presidential > elections, please see the work I referred to earlier: > > Gelman, A., & Park, D. K. (2009). Splitting a predictor at the upper > quarter or third and the lower quarter or third. The American > Statistician, 63(1), 1-8. > http://www.stat.columbia.edu/~gelman/research/published/thirds5.pdf > > David > -- > David Radwin > Senior Research Associate > MPR Associates, Inc. > 2150 Shattuck Ave., Suite 800 > Berkeley, CA 94704 > Phone: 510-849-4942 > Fax: 510-849-0794 > > www.mprinc.com > > >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- >> statalist@hsphsun2.harvard.edu] On Behalf Of Rebecca Pope >> Sent: Thursday, December 20, 2012 1:24 PM >> To: statalist@hsphsun2.harvard.edu >> Subject: Re: st: Moderation effect by splitting the sample >> >> Maarten wrote: "Splitting a sample means that you added an interaction >> term with all variables. This is typically not what you want, and >> often leads to a severe loss of power." >> >> My understanding is that you would only do this when you have natural >> groups and a strong theoretical reason to not force equality in their >> variances. Is there any other situation where this approach is >> warranted? >> >> >> Thanks, >> Rebecca >> >> >> >> >> On Thu, Dec 20, 2012 at 1:53 PM, Maarten Buis <maartenlbuis@gmail.com> >> wrote: >> > On Thu, Dec 20, 2012 at 8:42 PM, Ebru Ozturk wrote: >> >> For non-linear models, I want to test the moderation effect of X >> variable. Can I test this moderation effect by spliting the sample >> according to X variable (moderator)? >> > >> > That is typically inefficient. Moderation is just an interaction >> > effect. Splitting a sample means that you added an interaction term >> > with all variables. This is typically not what you want, and often >> > leads to a severe loss of power. It is even worse if your variable x >> > is continuous and you are splitting the sample by first making it >> > categorical by splitting it at some arbitrary number (e.g. the median >> > from your previous question). That is a very bad idea, as you would >> > loose even more information that way. Instead you should just add your >> > interaction effect and interpret it correctly. Various examples are >> > given here: > <http://www.maartenbuis.nl/publications/interactions.html>. >> > >> > -- Maarten >> > >> > --------------------------------- >> > Maarten L. Buis >> > WZB >> > Reichpietschufer 50 >> > 10785 Berlin >> > Germany >> > >> > http://www.maartenbuis.nl >> > --------------------------------- >> > * >> > * For searches and help try: >> > * http://www.stata.com/help.cgi?search >> > * http://www.stata.com/support/faqs/resources/statalist-faq/ >> > * http://www.ats.ucla.edu/stat/stata/ >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/