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st: 3-way interaction // interpretation
From
Mario Jose <[email protected]>
To
[email protected]
Subject
st: 3-way interaction // interpretation
Date
Mon, 4 Nov 2013 14:17:09 +0100
Dear Statalisters,
I am working with a OLS fixed effects model which include a 3 way
interaction variable between two dummies and a continuous variable x.
I run the following model in Stata version12:
regress Y c.x##d1 ##d2 ..., where d1 and d2 are dummy variables.
I have obtained the following coefficient estimates:
***excerpt***
Y Coef. Std. Err. t
X -3.564897 .2696342 -13.22
d1 -.3814526 .0662797 -5.76
X#d1 1.144184 .2277408 5.02
d2 -.1610461 .0704304 -2.29
X#d2 .9596349 .234921 4.08
d1#d2 1 .1886001 .078263 2.41
x#d1#d2 -.601969 .2707492 -2.22
.....
.....
***end of excerpt ***
I am strugling with the interpretation of the 3-way interaction:
x#d1#d2, I would be really appreciate to receive references or help in
the interpreation of this coefficient.
Best regards,
MJ
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