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From | Mario Jose <mariojose276@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
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 * * 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/