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From |
"Clive Nicholas" <clivelists@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Interaction effect or running seperate models |

Date |
Thu, 27 Sep 2007 05:49:13 +0100 |

Quang Nguyen wrote: > Suppose, I had a simple model: Y = Ao + A1*X1 + A2*Z + u, where A2 is > a categorical variable e.g., ethnicity. If I wanted to see how > different ethnic groups may have different effect on Y, I can use an > interaction term: X1*Z or I can run seperate equations fro each > ethnicity. Can you tell me the advantage of each method? Jaccard (2001: 17) provided a very good reason to prefer the single-model analysis in the case of logistic regression. I don't believe it would be any different for OLS regression: "It is not uncommon for researchers [to calculate] seperate logistic regression equations for males and females and then examining whether the logistic coefficient for X is "statistically significant" (i.e., has an associated p value less than 0.05) in both analyses. If the coefficient is statistically significant in one group but not in the other, then the conclusion is that X is more important for the one group than for the other. This logic is flawed because the researcher never performs a formal statistical test of the _difference_ between the logistic coefficients for the two groups." You will, of course, note that is there is now a substantial research literature that has called into question the practice of using interaction terms in LR models (much of which has been discussed on this list), but I hope this helps to answer the original question. -- Clive Nicholas [Please DO NOT mail me personally here, but at <clivenicholas@hotmail.com>. Thanks!] Jaccard J (2001) "Interaction Effects In Logistic Regression", QASS Series 135, Thousand Oaks, CA: Sage. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Interaction effect or running seperate models***From:*"Quang Nguyen" <quangn@gmail.com>

**References**:**st: Interaction effect or running seperate models***From:*"Quang Nguyen" <quangn@gmail.com>

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