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st: Interpreting interactions - what is the difference?
From
Amal Khanolkar <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Interpreting interactions - what is the difference?
Date
Fri, 8 Mar 2013 12:43:13 +0000
Hi,
I have good reason to believe that I have an interaction effect on the association that I am investigating. I tested for an interaction as follows (the syntax that I am used to using):
xi: regress bvk i.ethnicity_bi2*i.smoke1 i.magecat i.education i.famsit_new i.MBMI4 if multibirth==1, vce(robust)
i.ethnicity_bi2 _Iethnicity_1-3 (naturally coded; _Iethnicity_1 omitted)
i.smoke1 _Ismoke1_2-4 (naturally coded; _Ismoke1_2 omitted)
i.et~i2*i.smo~1 _IethXsmo_#_# (coded as above)
i.magecat _Imagecat_1-6 (naturally coded; _Imagecat_1 omitted)
i.education _Ieducation_1-4 (naturally coded; _Ieducation_1 omitted)
i.famsit_new _Ifamsit_ne_2-4 (naturally coded; _Ifamsit_ne_2 omitted)
i.MBMI4 _IMBMI4_1-5 (naturally coded; _IMBMI4_1 omitted)
Linear regression Number of obs = 1145520
F( 22,1145497) = 2485.52
Prob > F = 0.0000
R-squared = 0.0464
Root MSE = 534.6
-------------------------------------------------------------------------------
| Robust
bvk | Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------------+----------------------------------------------------------------
_Iethnicity_2 | -55.40851 3.363476 -16.47 0.000 -62.00081 -48.81621
_Iethnicity_3 | -209.3707 2.593969 -80.71 0.000 -214.4548 -204.2866
_Ismoke1_3 | -163.5623 1.590281 -102.85 0.000 -166.6792 -160.4454
_Ismoke1_4 | -225.331 2.045473 -110.16 0.000 -229.3401 -221.322
_IethXsmo_2_3 | 43.0082 8.363382 5.14 0.000 26.61625 59.40014
_IethXsmo_2_4 | 34.62322 10.56243 3.28 0.001 13.92122 55.32522
_IethXsmo_3_3 | 106.4277 11.11523 9.57 0.000 84.64226 128.2132
_IethXsmo_3_4 | 102.8906 17.05702 6.03 0.000 69.45945 136.3218
_Imagecat_2 | 13.45526 3.548731 3.79 0.000 6.499868 20.41065
_Imagecat_3 | 39.19018 3.505844 11.18 0.000 32.31885 46.06152
_Imagecat_4 | 59.574 3.555526 16.76 0.000 52.60529 66.54271
_Imagecat_5 | 47.8014 3.794845 12.60 0.000 40.36364 55.23917
_Imagecat_6 | 9.255351 5.388909 1.72 0.086 -1.306727 19.81743
_Ieducation_2 | 9.028195 1.68224 5.37 0.000 5.731061 12.32533
_Ieducation_3 | 18.69893 1.998478 9.36 0.000 14.78198 22.61588
_Ieducation_4 | 20.15501 2.027461 9.94 0.000 16.18125 24.12876
_Ifamsit_ne_3 | -38.88596 3.173605 -12.25 0.000 -45.10612 -32.66581
_Ifamsit_ne_4 | -35.80535 4.399755 -8.14 0.000 -44.42873 -27.18198
_IMBMI4_2 | 167.7779 2.274281 73.77 0.000 163.3204 172.2354
_IMBMI4_3 | 295.7826 2.512326 117.73 0.000 290.8585 300.7067
_IMBMI4_4 | 331.3417 3.399698 97.46 0.000 324.6784 338.005
_IMBMI4_5 | 377.5889 5.639559 66.95 0.000 366.5355 388.6422
_cons | 3365.112 4.132198 814.36 0.000 3357.013 3373.211
-------------------------------------------------------------------------------
-From the above one can see that that all four interaction terms are highly statistically significant (here it indicates that ethnicity interacts with smoking on its effect on the outcome, bvk).
-Suppose I wanted to change the baseline group for the covariate magecat (maternal age) to the third category, then I do so by running the following (without the xi prefix, and everything else remaining the same as the first regression above):
. regress bvk i.ethnicity_bi2#i.smoke1 ib3.magecat i.education i.famsit_new i.MBMI4 if multibirth==1
Source | SS df MS Number of obs = 1145520
-------------+------------------------------ F( 22,1145497) = 2531.71
Model | 1.5918e+10 22 723544817 Prob > F = 0.0000
Residual | 3.2737e+111145497 285792.395 R-squared = 0.0464
-------------+------------------------------ Adj R-squared = 0.0464
Total | 3.4329e+111145519 299682.779 Root MSE = 534.6
--------------------------------------------------------------------------------------
bvk | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------------------+----------------------------------------------------------------
ethnicity_bi2#smoke1 |
1 3 | -163.5623 1.581015 -103.45 0.000 -166.661 -160.4635
1 4 | -225.331 2.039092 -110.51 0.000 -229.3276 -221.3345
2 2 | -55.40851 3.368284 -16.45 0.000 -62.01023 -48.80679
2 3 | -175.9626 7.517375 -23.41 0.000 -190.6964 -161.2288
2 4 | -246.1163 9.717415 -25.33 0.000 -265.1621 -227.0705
3 2 | -209.3707 2.673535 -78.31 0.000 -214.6107 -204.1306
3 3 | -266.5052 11.05835 -24.10 0.000 -288.1792 -244.8312
3 4 | -331.8111 16.67969 -19.89 0.000 -364.5027 -299.1195
|
magecat |
1 | -39.19018 3.544335 -11.06 0.000 -46.13696 -32.24341
2 | -25.73492 1.4048 -18.32 0.000 -28.48828 -22.98156
4 | 20.38381 1.253754 16.26 0.000 17.9265 22.84113
5 | 8.611217 1.759931 4.89 0.000 5.161811 12.06062
6 | -29.93483 3.877429 -7.72 0.000 -37.53446 -22.3352
|
education |
2 | 9.028195 1.651843 5.47 0.000 5.790639 12.26575
3 | 18.69893 1.981509 9.44 0.000 14.81524 22.58262
4 | 20.15501 2.010367 10.03 0.000 16.21476 24.09526
|
famsit_new |
3 | -38.88596 3.099098 -12.55 0.000 -44.96009 -32.81184
4 | -35.80535 4.341713 -8.25 0.000 -44.31496 -27.29574
|
MBMI4 |
2 | 167.7779 2.390923 70.17 0.000 163.0918 172.464
3 | 295.7826 2.591934 114.12 0.000 290.7025 300.8627
4 | 331.3417 3.27985 101.02 0.000 324.9133 337.7701
5 | 377.5889 4.904759 76.98 0.000 367.9757 387.2021
|
_cons | 3404.302 2.863698 1188.78 0.000 3398.69 3409.915
--------------------------------------------------------------------------------------
- I expected the second regression to be the same as the first, but it seems like the coefficients for the interaction terms 2_3, 2_4, 3_3, & 3_4 are however different. Could someone explain to me why they are different and if I should interpret the interaction terms from the two regression models differently.
- I then predicted values post estimation and tried to plot a graph as follows, however I get the error message 'unmatched quote'. I'm not able to figure out what's wrong in my syntax.
. predict p
(option xb assumed; fitted values)
(1812933 missing values generated)
. predict se, stdp
(1812933 missing values generated)
. tw (scatter bviktbs smoke1 if ethnicity_bi2==1, ms(+) ) ///
> (scatter bviktbs smoke1 if ethnicity_bi2==2, ms(o) ) ///
> (scatter bviktbs smoke1 if ethnicity_bi2==3, ms(-) ) ///
> (line nahat3 smoke1 if ethnicity_bi2==1, lp(dash) lw(thick) sort) ///
> (line nahat3 smoke1 if ethnicity_bi2==2, lp(solid) lw(thin) sort) ///
> (line nahat3 smoke1 if ethnicity_bi2==3, lp(solid) lw(thick) sort), ///
> scheme (slomo) ///
> legend (label (1 "Swedish") label (2 "Caucasian") label (3 "non-Caucasian") ///
> col(1) ring(0) pos(7)) ///
> ytitle("mean birth weight") ///
> xtitle("smoking status")
unmatched quote
r(198);
Thanks for any help and suggestions!
Regards,
Amal Khanolkar
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