Stata interaction terms Thus keeping the overall model degrees of freedom at seven. We have already showed earlier in this guide how factor variables can be used as a way of specifying the reference category of categorical (non-binary) variables that we include in regression analysis (also see Factor variables). Aug 8, 2017 · Interaction Terms in STATA Tommie Thompson: Georgetown MPP 2018 In regression analysis, it is often useful to include an interaction term between different variables. > > The instruments for Z is W and V. x1 and i. Daniele, If you have Stata 11, you can just add a term to your regression like this using factor variables: reg y x1 x2 i. The default is interaction(" # "). age##c. We chose this dataset because it is readily available and contains both continuous and categorical predictors. year, and their interacation. I am using a model with interactions. Using globals. Creating new variables using the commands generate and tabulate. I suspect that I do not know enough about the detailed structure of your data and your models, but it appears that the alternative approach is not Nov 20, 2023 · How to include interaction term in longitudinal mixed logistic regression model 20 Nov 2023, 01:23 Hi all, I'm trying to create a mixed logistic regression model to look at the effect of having a disease on an outcome occuring over time. v Prior to version 11, Stata coded interaction e ects in the same way as most other statistical software (e. For other nonlinear models, interactions between more than two variables or interactions of variables with higher-order terms use the Stata command predictnl with great care. But more generally, you need to distinguish between the mere presence of multicolinearity, which is not a problem in its own right, and a Feb 24, 2025 · In this post, I will clarify the interpretation of triple interaction term in Stata. Let’s start with the simpliest situation: \ (x_1\) and \ (x_2\) are binary and coded 0/1. High correlation among interaction terms and main effects is normal, and expected. it> wrote: > Dear Stata Members, I Apr 7, 2024 · Interpreting lincom output / interaction terms 07 Apr 2024, 20:10 Hi everyone, I have a question on using the Stata command lincom and more generally on interaction terms in logit. If you are using an older version of Stata or are using a Stata program that does not support factor variables see the appendix on Interaction effects the old fashioned way; also, the appendices on the nestreg command (which does not support factor variables) and the xi prefix (an older alternative to the use of factor variables) may also be useful. This section will introduce you to Stata In this video, we will learn how to create interaction terms and use them in regressions. The test has a P value of 0. It means that the slope of one continuous variable on the response variable changes as the values on a second continuous change. Jan 27, 2022 · I am currently looking at the following equation using Stata and unsure of how to interpret the interaction terms when there are three variables interacted together (2 binary variables and one cont Follow-Ups: RE: st: Interactions using -xtivreg- Instrumental Variables estimation From: David Torres <writeon4truth2@msn. variable_A##c. For simplicity, assume I only have 3 main vars X1 (dummy), X2 (dummy) and X3 (continuous) in a regression model that can be Nov 2, 2025 · Unmasking Hidden Relationships with Stata Interaction Terms In statistical analysis, especially when working with complex regression models in Stata, variables rarely operate in isolation. In this case that is exactly what you want. Nov 18, 2020 · Factor variable notation certainly includes the scope to deal with continuous by continuous interaction terms, and also categorical by continuous interactions. My Aug 5, 2019 · Second, it's very unusual to have an interaction term without both variables appearing in level form. Today, I want to show you how to use margins and twoway contour to graph predictions from a model that includes an interaction between two continuous covariates. This FAQ page covers the situation in which there are two moderator variables which jointly influence the regression of the dependent variable on an independent variable. e. I have the following results: Hi Listers, I know that for 2 binary predictors, it is possible to include an interaction term in the model as either entering the interaction term directly in the model: regress y i. This video will explain how to use Stata's inline syntax for interaction and polynomial terms, as well as a quick refresher on interpreting interaction terms. We Apr 24, 2018 · Usually, Stata automatically includes the main effect when you do an interaction. variable_B. gdp_pc_ppp, remember that # denotes interaction terms (and ## denotes interaction along with the constituents of the interaction) and remember that interaction terms are products. curzi <daniele. Aug 19, 2020 · I run a regression with interaction of a squared continuous regressor with a categorical regressor. What you need to do is substantively think what the hypothesis is that you want to test, and than translate Apr 7, 2015 · Be sure to use the i. title(string) may be used to provide a title for the table. By construction, the -ivreg2- procedure uses as exactly many instruments in the second step as there are endogenous regressors (including interaction terms) Interestingly, the second-stage regression cannot be over-identified when using this specific method. In the sample the mean of Drink is about 19 and the observed scores range between 4 and 33. 1/SE. time This will include both country and time dummies as well as their interaction in your specification. , when I change the base level for a factor in my regression? Why does the p-value for a term in my ANOVA not agree with the p-value for the coefficient for that term in the corresponding regression? Feb 20, 2015 · The other appendices are optional. If specified, string is printed at the top of the table. Now, it is possible to algebraically transform either of these models into the other. Learn when interaction effects are necessary, how to implement the analysis in Stata, and how to interpret the results. While, interaction terms are Plan 1*Performance, Plan 2*Performance, and Plan 3*Performance Oct 14, 2019 · I am hoping to confirm my interpreting and application of the interaction terms Stata provides when we run the var1##var2##var3 regression format. Is X1 a time-invariant variable, and that's why you've dropped it? Jan 16, 2020 · Variable order for interaction term in output table using esttab 16 Jan 2020, 18:16 Hello: I am trying to force two variables to show up at the very end of my regression table. prefixes for your main effect variables, use the # mark to create the interaction term (so Stata knows these variables are all related), and then the margins command: margins, dydx (main effect variable 1) at (main effect variable 2= (value 1 value 2, etc. I also have two instruments (z1, z2) and controls (c). Jan 17, 2019 · Yes I am specifying an interaction term to assess if the effect of HIV positivity on AC_mm varies according to gestational age (this is the hypothesis). Nov 16, 2022 · Stata handles factor (categorical) variables elegantly. Is running a factorial ANOVA technically the same thing as a linear regression, in terms of a p value? The p value is interestingly the same for my Beta coefficient for interaction term in my Lin Reg and the for the Prob>F value in my ANOVA corresponding to the interaction term . You can put a # between two variables to create an interaction–indicators for each combination of the categories of the variables. In particular in the factor notation model Stata includes three interaction effects: not_south & married, south & married, and south & single , while the only interaction in the other model is just the For each interaction term, an additional instrument is constructed in the second step 3. logit freq_move i. 05) which tells me that, as you mentioned, a and b have different effects on y depending on the values of the other. The syntax for creating interaction terms in Stata is to use the ## operator, which HigherOrderInteractions Factorvariablesyntaxcanbeusedtospecifyhigherorder interactions Iftheinteractionsarespecifiedusing## alllowerordertermsare included Forexample,herewefitamodelforbmi usingamodelthat includesthethree-wayinteractionofcontinuousvariablesage andvitaminc andcategoricalvariablefemale . How to do regression analysis with interaction effects in Stata. It’s possible that minority wages rises higher for every Feb 27, 2025 · In this post, I will show how to use some postestimation tools in Stata to test linear combination of coefficients with interactions terms between two continuous variables. vitaminc##female Aug 24, 2020 · F, Without the i. Jun 8, 2014 · Stata: Adding an interaction term to a regression Asked 10 years, 11 months ago Modified 10 years, 11 months ago Viewed 5k times The partial interaction of collcat comparing groups 1 versus 2 and 3 by mealcat is composed of the interaction terms _Ico1Xme1 and _Ico1Xme2, because these are the terms from the interaction that compare groups 1 versus 2 and 3 on collcat. interaction The 2 approaches are meant to produce equivalent results when predictors are both Sep 29, 2017 · Dear All, Although, I created a thread before but I have urgent and focus question to ask. So testing whether the effect is zero no longer makes sense, also a joint test of the main effect and the interaction term is meaningless. that the two coefficients of the equation terms (which were estimated as 0. This FAQ page covers the situation in which there is a moderator variable which influences the regression of the You can get the interaction terms without the agegrp main effect (but with the weight main effect) by typing xi: logistic outcome bp i. The dummy variables created are Apr 28, 2024 · I have a binary outcome (y1) with two endogenous variables (x1, x2) and I want to interact x1 with x3 (exogenous) and x2 with x4 (exogenous). Create dummy variables from qualitative variables with two or more categories. g. If Var_a in your example has 3 categories, then Var_a stands for two indicator (dummy) variables. Oct 8, 2016 · In my opinion, the VIF is one of the world's most over-rated statistics, and multicolinearity one of the world's most over-rated statistical issues. Without it, Stata would wrongly treat it as discrete. Can someone please help on how to interpret a 3-way interaction term and their slopes? Oct 12, 2023 · Note two # operators. regress bmi c. Sep 4, 2023 · Hi, I appreciate advice on interpreting a 3-way interaction between two categorical and 1 continuous variable. There are now multiple effects of x1, namely one per value of x2. The Apr 30, 2023 · I’m running a logit regression with five independent variables, each representing an interaction between a time period of ~6 months (1; 0 == all other year-months represented in the other interactions) and status on a policy variable of interest (whether strict (1) or not (0)). Apr 22, 2021 · Hi I need help in intepreting interaction terms after running a fixed-effect model regression. It means that the slope of the continuous variable is different for one or more levels of the categorical variable. We save these estimates in order to compare the multiple Cox regression model to the model with the interaction term later on. Stata version 11 introduced a new and improved way of handling factor ariables. A continuous by continuous interaction is a statistical concept u… Logistic interactions are a complex concept Common wisdom suggests that interactions involves exploring differences in differences. a#i. sex i. is crucial for getting it right here. Another use for dummy variables is to form interaction terms called “slope dummy variables” by multiplying a dummy times a measurement variable. But in logistic regression interaction is a more complex concept. In this section we stay with the Nations2. curzi@unimi. b i. Oct 17, 2023 · Interaction terms: significance and interpretation 17 Oct 2023, 01:52 Hi, I'm currently performing a conditional logit with FE with some interactions. unless you indicate otherwise Stata will assume that the variables on both sides of the # operator are categorical and will compute interaction terms accordingly. 04 (p<0. and c. That is the collinearity that caused Stata to omit the interaction term. Nov 16, 2022 · Stata software's multilevel mixed-effects models for probit, ordered logit, and generalized linear models, software Example 5: Margins with interaction terms The estimation command on which margins bases its calculations may contain interaction terms, such as an interaction of sex and group: . 41) are equal to zero. Description xi expands terms containing categorical variables into indicator (also called dummy) variable sets by creating new variables and, in the second syntax (xi: any stata command ), executes the specified command with the expanded terms. Feb 14, 2017 · Interaction with two binary variables In a regression model with interaction term, people tend to pay attention to only the coefficient of the interaction term. > > Y=aT+bZ+cTZ+dX, > Here, TZ=T*Z is the interaction term, T is the time dummy (=1 after > the policy change), and Z are the continuous endogenous treatments, X > are exogenous variables. Similarly, if Var_b has two categories, then Var_b stands for 1 indicator variable. You can always try this out in a simple regression where you can do the interaction calculations yourself easily. Finally In this part, we go through two approaches for performing interaction analysis in Stata. b or by creating an variable that captures the interaction term. TW and TV are considered as > instruments for T*Z. margins sex group Predictive margins Number of obs = 3000 Model VCE Expression Dec 7, 2022 · If you include an interaction term with factor variables, than by default Stata will assume that the variables are categorical. Jul 2, 2025 · Confused about when to use # or ## in Stata? This guide explains interaction syntax in clinical modeling, including main effects, margins, and best practices. Jul 23, 2018 · After a regression in Stata, I am trying to plot only the coefficients of the interaction terms. But interpreting interactions in regression takes understanding of what each coefficient is telling you. Example 2 Our next example will be a little more complex in that it has two categorical by categorical interactions (female by prog and female by honors) with one term in common between them. I was unable to do this using the community-contributed command coefplot. a i. For tex and booktabs the default is interaction(" $\times$ "). Understanding linear regression analysis. Interpret coefficients on a dummy Jul 26, 2021 · Interaction Effects Without Centering. If the rest of your data behave in the same way as the data for id 001 that you listed, then _const - Employed - Treatment + (interaction term) = 0 (exactly). I ran system GMM and later ran margins command to find the slope of interaction term but the results appear to be different from what I calculated. But doing that breaks down in certain situations, such as when interactions The first command specifies each term individually, while the second command uses Stata’s shorthand to include both the main effects and the interaction in one go. The dependent variable is hlthstat, and the other variables are included as controls. How can I obtain marginal effects and their standard errors? With interaction Including an interaction term, we assume that the mean difference between categories of one variable differs according to the 2nd variable, and vice versa. When using an interaction model you have to remember that the "main" effects do not mean what they mean in the corresponding model without the interaction term. DRINK is measured on a 33 point scale, where higher values indicate higher levels of drinking. year appearing. One thing I am confused about is what the base levels are for interaction in the output. Researchers need to decide on how to conceptualize the interaction. agegrp*weight i. ace1_2. A single # implies only the interaction term. I've reviewed previous posts but I couldn't find any simple examples on estimating the values for OR. Any advice how to deal with this situation is highly appreciated. You then requested a Wald test for the interaction term. Here is an arbi The # (pronounced cross) operator is used for interactions. gen new_ variable = variable_A * variable_B and included both variables and the interaction term in the model. In the end, I would like to present nice regression tables, using Nov 16, 2022 · In the example above, I computed an interaction effect between a continuous and a discrete covariate, but I can also use margins to compute interaction effects between two continuous or two discrete covariates, as is shown in this blog article. x2) as well as the interation. You do not include the married main effect in either of your models, and the results from them differ. Aug 31, 2022 · It's a bad idea to include an interaction term without including both of the main effects. country##i. What is the difference between # and ## if any? 3. One solution is to have the instrument of X1 interacting with X2 as additional instruments, and then apply a standard ivreg2 approach. My issue is that even after I set the order in estab, the interaction coefficients end up at the very bottom of the table. In other words, a regression model that has a significant three-way interaction of continuous variables. We will use an example from the hsbdemo dataset that has a statistically significant categorical by continuous interaction to illustrate one possible explanatory approach. Examining data using browse and codebook. Illustrates how we can fit a single model with interactions that is equivalent to stratified models. First off, let’s start with what a significant continuous by continuous interaction means. v orF full details type help factor variables in the Stata command window. The use of # implies the i. Here is my regression code and thereafter the output: xtreg interaction(string) specifies the string to be used as delimiter for interaction terms (only relevant in Stata 11 or newer). gdp_c_ppp##c. Learning Outcomes Understand when a dummy variable is needed in analysis. logistic outcome i. This problem is modified from Hamilton’s Statistics with Stata 5 and uses data from a survey of undergraduate students collected by Ward and Ault (1990). 017, which Nov 16, 2022 · Stata's margins and marginsplot commands are powerful tools for creating graphs for complex models, including those with interactions. Understanding how the effect of one variable changes across different levels of another—a concept known as moderation—is crucial for accurate insights. If you use just the single #, you get only the interaction term, without stateId and c. We wil then add an interaction I The asumption that conceptualy similar, but betwen sex The examples below are based on Hosmer and Lemeshow’s low birth weight dataset featured in the Stata statistical analysis program’s logistic regression command’s help file. I have shared a sample problem here to keep it simple. Jan 23, 2020 · Dear all, Greetings to all contributors from someone new to the forum and a user of Stata 15. dta data Aug 8, 2014 · I would like to include an interaction term with two continuous variables in an OLS model, I originally computed the interactiont term by hand, i. 04 actually mean anything other than that given its p-value, there is some interaction effect between a and b? Any hints? (2) I'd also like the interaction term variable names to be based on truncated versions of the component variables' names. Purpose This seminar will show you how to decompose, probe, and plot two-way interactions in linear regression using the margins command in Stata. Then, does the coefficient on the interaction term 6. Adding interaction terms to a regression model can greatly expand understanding of the relationships among the variables in the model and allows more hypotheses to be tested. to specify indicators for each level (category) of the variable. The reduced form regression results seem to provide meaningful coefficients. The data that I will Oct 9, 2023 · Regression with interaction effects I will run two regressions with interaction effects: one with a categorical x categorical interaction (sex x race), and one with a continuous x categorical interaction (age x diabetes). 05, which suggests that the model that contains the interaction term (model2int) fits the data significantly better than the model without the interaction term (model1int). For instance, when testing how education and race affect wage, we might want to know if educating minorities leads to a better wage boost than educating Caucasians. You can put ## instead to specify a full factorial of the variables—main effects for each variable and an Nov 16, 2022 · Why do I see different p-values, etc. For my example, I ran a logistic regression using survey data with Metro (1= metro 0= non-metro) and Gender (1 = male 2 = female). Unlock the power of interaction terms in Stata with our comprehensive tutorial! Whether you're delving into regression analysis or exploring the nuances of predictive modeling, understanding how One alternative is to first generate the interaction term as a new variable and to then include it in the regression A more flexible way of including interactions is to use # or ## within the regression command May 11, 2018 · By including an interaction term you gave up on the concept of one effect of x1. However, the coefficient of x2 in the second stage (after instrumenting) is so high (greater than 1, -1. If you just want the interaction, use only one #. I, as an example, interact a dummy variable indicating a game session number (taking the value of 2 or 3) with a continuous variable (a "cheating observation rate"). Perhaps the name is confusing because you might not think of the first as falling under factor variables, but the documentation at e. For example, "is1f1" would be an ideal name for an interaction term created from "s1PhysicalAbuse" and "f1SelfEsteem". From the likelihood-ratio test, we see that the p-value is below 0. May 5, 2005 · The regression runs as the following. This can also be confirmed with the AIC value, which is lower for model2int than model1int. May 29, 2024 · Prerequisites Importing data into Stata. The dataset can be accessed within Stata by issuing the command webuse lbw from the Stata command line. Nov 5, 2012 · How to do an instrumental variables regression with an instrumented interaction term in Stata? Ask Question Asked 13 years ago Modified 8 years, 9 months ago First, perform a multiple Cox regression with depression and support as x-variables. g interaction = a*b regress y i. Handling interactions in Stata, especially with continuous pre di ct ors Patrick Royston & Willi Sauerbrei German Stata Users’ meeting, Berlin, 1 June 2012 Dec 14, 2024 · Want to use interactions in regression but find them challenging? This guide covers the key concepts & how to visualize them effectively! Stata's margins and marginsplot commands are powerful tools for visualizing the results of regression models. As for 5. Interpretation of Interaction Coefficient The interaction term gives additional difference in means for non-reference levels of the two categorical variables. In Stata the double cross operator ## produces all combinations of my regressors. prefix, i. 248 and 0. Outline Throughout the seminar, we will be covering the following types of interactions: Continuous by To illustrate what we mean by automatic, we first have to further discuss what factor variables are in Stata. Actually, it's inevitable. Watch Profile plots and interaction plots in Stata®: Interactions of two continuous variables. I expected the coefficients to be the same but they differ Mar 24, 2017 · The main effects of domestic and mpg_tertile are all negative, but the interaction terms have positive coefficients. I am learning how to use Stata and interaction terms. agegrp|weight i. 2 Including Interactions Specifying Interactions Factor variables are also used for specifying interactions This is where they really shine ## To include both main effects and interaction terms in a model, put # To include only the interaction terms, put between the terms between the variables Jul 6, 2018 · 1. Performance is a continuous variable (variable of interest) and while Plan 1, Plan 2 and Plan 3 are dummy plans (reference category, zero plans). Watch Profile plots and interaction plots in Stata: Interactions of categorical and continuous variables. com> References: st: Interactions using -xtivreg- Instrumental Variables estimation From: David Torres <writeon4truth2@msn. However I haven't been able to find much literature on this issue. I have a data set of roughly 900 obs and am trying to perform a regression on 17 variables (no panel data) plus their respective interaction terms with one variable. I have a question concerning the dummy and dummy interactions. com> RE: st: Interactions using -xtivreg- Instrumental Variables estimation From: David Torres <writeon4truth2@msn. First off, let’s start with what a significant categorical by continuous interaction means. Save the estimates from the model and name it “m1”. Feb 14, 2024 · Hello, I created an interaction term of two binary variables and added it to the model, using two different ways. Hi, Oliver. Nov 26, 2018 · So that c. prefix for the simple effects, Stata treats gender and prog as continuous variables despite the correct ib#. Nov 16, 2022 · See it in action Watch Introduction to margins in Stata, part 3: Interactions. DVM On Fri, Apr 15, 2011 at 12:20 PM, daniele. g This tip deals with how to interpret these interaction effects when we want to present effects as odds ratios or incidence-rate ratios, which can be an attractive alternative to interpreting interactions effects in terms of marginal effects. agegrp*i. We will use linear regression below, but the same principles and syntax work with nearly all of Stata's regression commands, including probit, logistic, poisson, and others. 2. Time in my data is represented by two visits - visit 1 and visit 2. GPA is the My problem is that in the equation I am interested in, the endogenous binary variable X1 also interacts with another variable X2, and I am trying to correct the endogeneity of the interaction term. Description test performs Wald tests of simple and composite linear hypotheses about the parameters of the most recently fit model. In addition, there is a continuous covariate, math. This tells Stata to expand the interaction into its main effects (i. Multiple regression models often contain interaction terms. Jun 4, 2019 · I would like to include an interaction term in my model: gen state_dom = 0 replace state_dom=1 if state_ownership>=25 gen state_min = 0 replace state_min=1 if state_ownership<25 & In this blog post, I will show you how to run a continuous by continuous interaction in Stata and how to plot it using marginsplot. This time we will start with the ANOVA model and follow it with the regression model. You can prefix a variable with i. )) vsquish. Next, I created the same model but using c. race You can also include multiple interactions: xi: logistic outcome bp i. group sex#group (output omitted ) . Hi Amal, You ran a regression model with an interaction between two variables. , SAS, R) by including the main e ects (e. 1. This page is based off of the seminar Decomposing, Probing, and Plotting Interactions in R. Apr 6, 2022 · When you use the ##, Stata will "expand" the right hand side of the regression to include stateId, c. In that case Var_a##Var_b is shorthand for This shows that Stata is smart about the missing main-effect and generated an “interaction” term with four degrees of freedom instead of three. 2. For example, the effect of "domestic" is not to reduce price by 1643 Nov 16, 2022 · See it in action Watch Introduction to margins in Stata®, part 3: Interactions. com> Prev by Date: RE: st However, in my case one interaction is between the instrumented and the instrumental variable. If you are new to the topic of interactions of continuous Apr 27, 2021 · In one of my models I use the standard built-in notation for interaction terms in Stata, in another, I have to manually code this. race Sep 29, 2022 · The previous section described what are called “intercept dummy variables,” because their coefficients amount to shifts in a regression equation’s y intercept, comparing the 0 and 1 groups. And to test it, is why I specified a model with the hivpositive and two geestational age fixed effects terms (GA_div10 and GA_div10_cb) seperately and another model with a 3-way interaction Stata allows interaction and polynomial terms using hashtags ## to join together variables to make interactions, or joining a variable with itself to get a polynomial. I will leverage a previous blog that clarifies the use of lincom, nlcom, and margins in Stata. Stata displays to you what is specifically being tested, ie. One of these improvements was the way Stata codes interactions between factor ariables. Rather than use Stata’s # command for the interactions in the logit regression command, since it ends up dropping Jan 29, 2022 · That said, the coefficient on the interaction term is 6. If the differences are not different then there is no interaction. 49 to be precise May 3, 2019 · Illustrates Stata factor variable notation and how to reparameterise a model to get the estimated effect of an exposure for each level of a modifier. continent##c. specification in the interaction term. nkcc jnwhof yosutoyz wau hcx gdowni boass rebn rgtepzy xbtwwas vwkd rkvnbb qgvpp wzveof chvsi