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Re: Suppressor variables in moderated multiple regression

Posted by Keith McCormick on Jun 26, 2006; 6:01pm
URL: http://spssx-discussion.165.s1.nabble.com/Suppressor-variables-in-moderated-multiple-regression-tp1069335p1069344.html

Hi All,

I think there is evidence of suppression here, but there are a number
of things I would check that you don't mention.  I don't know which
you have tried, so I will list them in response to 'a'.

If you have not centered the variables, you might want to do that.
That is, you subtract the average of a variable from itself so that
zero is the average.  This is important when creating the interactions
and polynomials.

Request the collinearity diagnostics.  Small tolerance values (below
.1) would indicate a problem and add to the evidence that suppression
is present.  Since you ran 3 steps it would be interesting to see when
(if) the tolerance radically lowers.

VIF would also be a sign.  If the Variance Inflation Factor becomes
large, you might have suppression (5+ or so).  If you have not
centered and the VIF jumps on step three, then I would center and run
it again.  It might help a lot.

In answer to 'b', I don't see any harm in looking at the standarized
beta on the interactions to check for one detail.  See if the value
falls outside its normal range - that is it shouldn't be above 1 or
below -1.  If it is, that would also indicate suppression.

HTH.  Good Luck.

Keith
keithmccormick.com

On 6/26/06, Kathryn Gardner <[hidden email]> wrote:

> Dear List,
>
> I've conducted moderated multiple regression analysis with the main effects
> on steps 1 and 2 and product (interaction) terms on step 3.  After recently
> reading & learning about suppressor variables, I examined the zero-order
> correlations between all predictors (including interaction terms) and the
> criterion variable & compared them to the regression model beta
> coefficients for inconsistencies in sizes and signs.  I found that some
> bivariate correlations between predictors & the criterion are non-
> significant, but they are significant predictors in the regression
> analysis. I have read that this may be a sign of classical suppression & I
> was wondering if anyone could advise on:
>
> a) whether this is a sign of suppression, & even if it is, what else
> could these results suggest other than suppression?
> b) the literature on suppressor variables suggests looking for
> inconsistencies in signs and sizes between the bivariate correlations and
> standardized regression coefficients (beta). However, I have read that only
> the unstandardized coefficients (B) should be interpreted when interpreting
> interaction effects.  Is it therefore OK to examine inconsistencies between
> bivariate correlations and unstandardized coefficients and are there any
> issues I need to be aware of?
>
> Many thanks.
>
> Kathryn
>