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From | David Hoaglin <dchoaglin@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: indicator variable and interaction term different signs but both significant |
Date | Mon, 8 Apr 2013 10:46:27 -0400 |
As Richard has explained in his comments and instructional materials, the presence of an interaction makes results more difficult to interpret. When the interaction is between a continuous variable and an indicator for a group, the result is that the group has a different slope for the continuous variable. In that situation, the indicator for the group simply provides the difference in intercept implied by the different slope; it is usually not of separate interest. Richard also mentioned models that include X and X^2. Here also the linear term is secondary. It may be helpful to look at X^2 as a mathematical function. Y = X^2 is symmetric about the Y axis, and Y = 0 when X = 0. If X^2 should be located elsewhere, to fit the data, shifting it horizontally requires the X term. For example, Y = X^2 - 4X equals 0 when X = 0 and when X = 4 (and is symmetric about the vertical line at X = 2). Then shifting the quadratic vertically is handled by the constant term. For example, adding 4 shifts the quadratic up so that Y = X^2 - 4X + 4 equals 0 when X = 2 (a double root). In a model, the coefficient of X^2 is the main focus, and the linear and constant terms fill in what is needed. David Hoaglin On Sun, Apr 7, 2013 at 6:21 AM, Nahla Betelmal <nahlaib@gmail.com> wrote: > Thank you all for your valuable comments. It was very interesting to > interact with you guys. > > I think my case is shown in this useful file > http://www.sagepub.com/upm-data/21120_Chapter_7.pdf . Figure 7.9, page > 134. > > Many thanks again > > Nahla * * 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/