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RE: st: Plotting interactions


From   Amal Khanolkar <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: Plotting interactions
Date   Mon, 30 Sep 2013 12:05:23 +0000

Hi David & John,

Yes - I agree the main effects should be included and the double '##' is an easy option to get this done.

Thanks for the tip Kostas - will look at those do files.

Thanks,

/Amal.


Amal Khanolkar, PhD candidate,
Centre for Health Equity Studies (CHESS),
Karolinska Institutet,
106 91 Stockholm.

Ph# +46(0)8 162584/+46(0)73 0899409
www.chess.su.se
________________________________________
From: [email protected] [[email protected]] on behalf of John Antonakis [[email protected]]
Sent: 30 September 2013 13:43
To: [email protected]
Subject: Re: st: Plotting interactions

Right......not including the main effects is tantamount to having an
omitted variable--the interaction will certainly correlate with its
constituents.

See:

Evans, M. G. 1991. The problem of analyzing multiplicative composites.
American Psychologist, 46(1): 6-15.

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor:
The Leadership Quarterly
Organizational Research Methods
__________________________________________

On 30.09.2013 13:34, David Hoaglin wrote:
> Hi, Amal.
>
> I won't speak to the subsequent programming, but it is unusual for the
> predictors in a regression model to include the interaction of two
> variables and not include the "main effect" of either of those
> variables.  Would the results make better sense if your model included
> the main effects of ethnicity_bi2 and smoke2?  You can include those
> and the two-variable interaction by using the ## operator instead of
> #.  If you simply want to combine those two variables in a 6-category
> predictor (and have the first category, ethnicity_bi2 = 1 and smoke2 =
> 2, as part of the constant term), then that is what your current model
> does.
>
> David Hoaglin
>
> On Mon, Sep 30, 2013 at 4:41 AM, Amal Khanolkar <[email protected]> wrote:
>> Hi All,
>>
>> I'm trying to plot interactions post regression using the following syntax:
>>
>> The model:
>>
>> . regress bwtgestage_sd i.ethnicity_bi2#i.smoke2 sex ib2.magecat i.parity ib2.education i.famsit_new ib2.MBMI5 gestage_wk if multibirth==1, vce(robust)
>>
>> Linear regression                                      Number of obs = 1144571
>>                                                         F( 22,1144548) = 4543.46
>>                                                         Prob > F      =  0.0000
>>                                                         R-squared     =  0.0820
>>                                                         Root MSE      =  .94207
>>
>> --------------------------------------------------------------------------------------
>>                       |               Robust
>>         bwtgestage_sd |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
>> ---------------------+----------------------------------------------------------------
>> ethnicity_bi2#smoke2 |
>>                  1 3  |  -.3777867   .0023854  -158.37   0.000    -.3824621   -.3731114
>>                  2 2  |  -.1160349   .0063877   -18.17   0.000    -.1285545   -.1035153
>>                  2 3  |  -.4195231   .0107743   -38.94   0.000    -.4406403   -.3984059
>>                  3 2  |  -.4354954   .0044767   -97.28   0.000    -.4442696   -.4267213
>>                  3 3  |   -.577776   .0153539   -37.63   0.000    -.6078691    -.547683
>>                       |
>>                   sex |   .0127302   .0017618     7.23   0.000     .0092772    .0161832
>>                       |
>>               magecat |
>>                    1  |   .0813647   .0062532    13.01   0.000     .0691086    .0936207
>>                    3  |  -.0483047   .0024836   -19.45   0.000    -.0531725   -.0434369
>>                    4  |  -.0756843   .0028012   -27.02   0.000    -.0811745    -.070194
>>                    5  |  -.1036756   .0037371   -27.74   0.000    -.1110003    -.096351
>>                    6  |  -.1385867   .0075963   -18.24   0.000    -.1534752   -.1236982
>>                       |
>>                parity |
>>                    2  |    .308966   .0020534   150.47   0.000     .3049415    .3129905
>>                    3  |   .4244317   .0026556   159.83   0.000     .4192269    .4296365
>>                       |
>>             education |
>>                    1  |   -.044489   .0029772   -14.94   0.000    -.0503241   -.0386539
>>                    3  |   .0334391   .0024809    13.48   0.000     .0285766    .0383016
>>                    4  |   .0482377   .0025474    18.94   0.000     .0432449    .0532304
>>                       |
>>            famsit_new |
>>                    3  |  -.0321022   .0055319    -5.80   0.000    -.0429445   -.0212598
>>                    4  |   -.023603   .0077085    -3.06   0.002    -.0387113   -.0084947
>>                       |
>>                 MBMI5 |
>>                    1  |  -.2915349   .0039634   -73.56   0.000    -.2993029   -.2837669
>>                    3  |    .249358   .0023809   104.73   0.000     .2446914    .2540245
>>                    4  |   .3691747   .0042171    87.54   0.000     .3609092    .3774401
>>                       |
>>        gestage_wktemp |  -.0000848   .0005237    -0.16   0.871    -.0011111    .0009416
>>                 _cons |  -.0348456   .0209644    -1.66   0.096    -.0759352     .006244
>>
>>
>> I then use the following :
>>
>> qui foreach x of var magecat {
>>          sum `x', d
>>          replace `x' = r(p50)
>>          }
>> predict p
>> predict se, stdp
>> tw (line p ethnicity_bi2 if smoke2==2, sort) (line p ethnicity_bi2 if smoke2==3, sort)
>>
>>
>> I would like to know if the line above 'qui foreach x of var magecat' actually does indicate all categories of all variables magecat onwards as specified in the model including the continuous variable gestaga_wk?
>>
>> I don't seem to get a graph I was expecting  - or at least I can't make sense of it. Have I specified the graph correctly or is there a better way plot interactions from a regression model?
>>
>> Thanks!
>> Amal
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