Re: st: Standardized interaction terms - which p-values hold?

[Elisabeth Bublitz <elisabeth.bublitz@uni-jena.de>]

Thanks everyone! I know where to go from here.

-Elisabeth

Am 15.01.2013 20:20, schrieb Maarten Buis:
> On Tue, Jan 15, 2013 at 5:59 PM, Elisabeth Bublitz wrote:
> > This leaves one more question open: How should you handle changing p-values?
> > The so far prefered option (A) returns something different than a regression
> > with unstandardized variables (B).
> >
> >  From what I know, a standardization of variables should only change
> > coefficients not p-values.
> That is not true when your model includes interactions. Say your model
> has two variables: age (A) and breath (B) and an interactionterm A*B.
> The effect of age is the effect of age when breath = 0 and similarly
> the effect of breath is the effect of breath when age = 0. So if you
> change the meaning of the value 0 of your variables by standardizing
> the variables age and breath, than that involves a substantive change
> in the null-hypothesis and should thus result in a change in p-values.
>
> So the solution is, as always, to think carefully about which null
> hypothesis you want to test before reporting p-values.
>
> > To get identical p-values as in the baseline
> > regression (with unstandardized variables) it is necessary to leave
> > variables unstandardized before creating the interaction. If I then
> > standardize the interaction term, it gives identical p-values (C).
> As I explained above, that is true, but typically that is not what you want.
>
> -- Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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