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st: Testing interaction terms
From
Verena Dill <[email protected]>
To
[email protected]
Subject
st: Testing interaction terms
Date
Wed, 19 Jun 2013 14:06:49 +0200
I obtained the coefficients from a regression model and want to test
whether or not the coefficients are significantly different from each other.
The problem now is that the two variables are related to each other like
interactions and only partly overlap.
var1: variable 1 (dummy)
var2: variable 2 (dummy)
interaction: interaction of variable 1 and variable 2
tab var1 var2
var1 | var2
| 0 1 | Total
-----------+----------------------+----------
0 | 0 122 | 122
1 | 322 256 | 578
-----------+----------------------+----------
Total | 322 378 | 700
Since no observations exist for var1==0 & var2==0 I can only include the
interaction and one of the variables (just to mention that: From a
theoretical sense it makes sense to do so): "probit var1 interaction"
Now I want to test if I can reject the hypothesis that
_b[var1]=_b[interaction]. If I use the standard command "test" it does
not account for the fact that these variables are related.
Because of the nature of my variables I wanted to use the "contrast"
command but this only works if I'd use something like this before:
"probit var1##var2" which is not solvable because of the above
mentioned fact that var1==0 & var2==0 does not exist in the data.
Can anybody suggest another command that takes into account that the two
variables are interacted or has ideas on how to adjust the
"contrast"-command?
Any help is greatly appreciated!
Verena
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