Re: st: Followup to: simple slopes between continuous variable and dichotomous moderator

[David de Jong <davidcdejong@gmail.com>]

Hi Maarten and Richard,

Thanks so much for your responses. Maarten's instruction to add the
main effect of foreign solves the problem. And Maarten, thank you for
the suggestions for additional strategies and explanations, that helps
a lot.

I appreciate your help very much!

Best,

David de Jong

On Thu, Jun 20, 2013 at 4:11 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> That example should have included the main effect of foreign. There
> are various ways in which you can obtain the simple slopes after such
> an interaction effect:
>
> *------------ begin example --------------
> sysuse auto, clear
> reg price c.mpg##i.foreign
> margins foreign, dydx(mpg)
>
> // or
>
> reg price c.mpg#i.foreign i.foreign
> // margins is now superfluous as you can directly
> // read these numbers from the output of -regress-
> margins foreign, dydx(mpg)
>
> // or
>
> reg price c.mpg#ibn.foreign i.foreign, hascons
> // margins is now superfluous as you can directly
> // read these numbers from the output of -regress-
> margins foreign, dydx(mpg)
>
> // or
>
> bys foreign: reg price mpg
> *------------- end example ---------------
>
> I minor detail is that in the last model the standard errors are
> different from the standard errors in the previous models. This
> difference comes from the fact that in the first two models the error
> variance is assumed to be the same for foreign and domestic cars,
> while in the last model separate error variances are estimated for
> both types of cars. If this worries you, just specify the
> -vce(robust)- option for the model with interaction terms.
>
> Hope this helps,
> Maarten
>
>
> On Thu, Jun 20, 2013 at 4:53 AM, David de Jong <davidcdejong@gmail.com> wrote:
>> Dear STATA folks,
>>
>> I’m trying to figure out how to plot simple slopes to unpack an
>> interaction between a continuous and categorical variable in a
>> regression analysis. Let’s say I want to look at the simple slopes for
>> price on mpg, for both foreign and domestic cars.
>>
>> In my searches, I came across this exchange from a few years ago:
>>
>> --- On Tue, 1/2/11, Rodrigo Isidor wrote:
>>
>>> Has anyone written a program to calculate simple slopes for
>>> interactions between a continuous variable and dichotomous
>>> moderator in linear regression analysis? To my knowledge,
>>> sslope from Jeffrey Simons is just for continuous
>>> variables.
>>
>> There is no need to write a program for that. You can use Stata's
>> factor variable notation for it. In the example  below the first slope
>> for mpg is for domestic cars and the second is for foreign cars.
>>
>> *------------ begin example --------------
>> sysuse auto, clear
>> reg price c.mpg#i.foreign
>> *------------- end example ---------------
>>
>> Hope this helps, Maarten
>>
>> [end previous exchange]
>>
>> I tried that approach, as well as using -margins-, with the following:
>>
>> margins i.foreign, dydx(mpg)
>>
>> These two approaches produced very different results. The –margins-
>> approach gives me results more consistent with results from simply
>> splitting the file by foreign and looking at the correlation between
>> price and mpg. I’m sure that I’m missing something. Can anyone advise
>> as to why these procedures are giving me such different results, and
>> if I’m doing either incorrectly?
>>
>> Thank you,
>>
>> David de Jong
>>
>> ~
>> Department of Clinical and Social Sciences in Psychology
>> University of Rochester
>> 498c Meliora Hall
>> Rochester, NY 14627
>>
>> *
>> *   For searches and help try:
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>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
>
> *
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-- 
~
Department of Clinical and Social Sciences in Psychology
University of Rochester
498c Meliora Hall
Rochester, NY 14627

*
*   For searches and help try:
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*   http://www.ats.ucla.edu/stat/stata/