Re: regression with interaction of group variable

Posted by JOHN ANTONAKIS on Sep 08, 2006; 8:28pm
URL: http://spssx-discussion.165.s1.nabble.com/regression-with-interaction-of-group-variable-tp1070835p1070839.html

Hi Dale:

You said: "someone provided a rationale for only entering
the interaction term, but I don't recall what came of the
justifcation."

It may have been me (and at that time I was mistaken--I have
now learned my lesson). What I did was to pool the main and
two-way effects into the error term. However, in the end,
you get the same results as if you estimated the main and
two-way effects first prior to entering the three-way
interaction.

Best,
John.


----- Original Message -----
Expéditeur: Dale Glaser <[hidden email]>
à: [hidden email]
Sujet: Re: regression with interaction of group variable
Date: Fri, 8 Sep 2006 11:32:02 -0700

> Marnie..the general (though I'm not sure how universally
> it is subscribed to) rule is in testing the categorical x
> continuous variable interaction (see Aiken and West, 1991)
> is to enter the individual variables (not sure why you
> call them 'vectors') a the first step and then the
> multiplicative term at the subsequent step of entry, and
> then examine the incremental statistics to assess if the
> interaction term added variance above and beyond the
> constituent variables (also, this assumes you have
> centered the continuous level predictor(s)).  This is akin
> to running a fixed-factor 2-way interaction where the
> interaction is examined over the main effects...........I
> recall a discussion on this listserv many years ago where
> someone provided a rationale for only entering the
> interaction term, but I don't recall what came of the
> justifcation.
>
>   Dale
>
> Marnie LaNoue <[hidden email]> wrote:
>   Hi All -
>
> Any comments/advice appreciated!
>
> I have a situation with 2 groups, and 3 continuous
> predictor variables. THe research question is mostly
> regarding whether the predictors differ across the groups.
> I created product vectors of (group x predictor) for all
> crossings of group and predictors. Does it make sense to
> run a regression with just the product vectors as
> predictors (ignoring the vectors of predictor variables?)
>
> Another note: I am using path analysis on this data as
> well, modeling the relationships for the groups separately
> to adress certain predictions regarding the relationships
> between predictors and outcomes in the groups, but I want
> the regression as an omnibus test of differences in the
> predictors. Am I correctly interpreting significant
> coefficients in the regression of the product vectors as
> answering this question?
>
>
>
> Dale Glaser, Ph.D.
> Principal--Glaser Consulting
> Lecturer--SDSU/USD/CSUSM/AIU
> 3115 4th Avenue
> San Diego, CA 92103
> phone: [phone]
> fax: [phone]
> email: [hidden email]
> website: www.glaserconsult.com

___________________________________

Prof. John Antonakis
School of Management and Economics
University of Lausanne
Internef #527
CH-1015 Lausanne-Dorigny
Switzerland

Tel: ++41 (0)21 692-3438
Fax: ++41 (0)21 692-3305

http://www.hec.unil.ch/jantonakis
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