interactions with polynomials

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DSax57
Posts: 2
Joined: Mon Aug 01, 2011 12:55 pm

interactions with polynomials

Post by DSax57 »

Hi cmm
I have a 2 level discrete response model. 3 of the explanatory variables seem to have a strange relationship and i just want to check if its ok.
Variable A is a level 1 polynomial variable (A1 + A2), it also has a random slope on A1.
Variables B and C are level 2 variables. They interact with each other.
B also interacts with A1 (but not A2), while C interacts with A2 but not A1.
Everything runs ok & all SEs are fine
Is this ok or should i force the the non-significant B*A2 and C*A1 interactions in?

Thanks
ChrisCharlton
Posts: 1384
Joined: Mon Oct 19, 2009 10:34 am

Re: interactions with polynomials

Post by ChrisCharlton »

I passed on your question to Prof. Jones and his response was as follows:
My understanding is that it is good practice to keep the lower order terms in the model; so that main effects A and B are included when the interaction A*B is included. The same applies to cross level interactions. There is a long FAQ at

http://www.ats.ucla.edu/stat/stata/faq/ ... effect.htm

If the interactions are only significant when the main effects are not in the model, it may be that the main effects are significant and the interactions not.
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