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2229
Multiple Regression
Week 7 (Wednesday)
Statistical interaction
Extended Example
Considering alternative models
G89.2229 Lect 7W
Representing Interaction in
the Regression Equation
If we believe that the effect of X1
varies as a function of level of a
second variable, X2, we can
build a simple multiplicative
interactive effect.
Y=b0+b1X1+b2X2+b3(X1*X2)+e
This multiplicative term creates a
curved surface in the predicted Y
If the multiplicative term is
needed, but left out, the residuals
may display heteroscedasticity
Interpreting the
Multiplicative Model
Y=b0+b1X1+b2X2+b3(X1*X2)+e
The effect (slope) of X1 varies
with different values of X2
For X2=0, the effect of X1 is b1
For X2=1, the effect of X1 is b1+b3
For X2=2, the effect of X1 is b1+2b3
Neuroticism (Emotional
Stability) and Stress
In a study by Kennedy (2000), 200
persons were asked to report about
their own personalities, and to fill out
a daily diary regarding troublesome
events, and their current mood.
For our analysis, we average the
counts of troublesome events over
days, and also average daily
depressed mood.
What do you expect the relation of
troublesome events to depressed
mood to be?
Will the relation vary according to how
emotionally stable people seem to be?
G89.2229 Lect 7W
Sample
Graduate students in intimate
relationships, plus snowball
contacts.
G89.2229 Lect 7W
Analysis Plan
Specify Model:
M=b0+b1E +b2T +b3(E*T)+e
Describe distributions
Estimate and evaluate model
Examine residuals
Plot interaction
Consider alternative models
Polynomial
Rescaled outcome
G89.2229 Lect 7W
Moderation issues
Scaling of the outcome variable can
affect whether an interaction term is
needed.
If we have a simple multiplicative model
in Y, it will be additive in Ln(Y).
E(Y|XW) = bXW
E(ln(Y)|XW) = ln(b)+ln(X)+ln(W)
G89.2229 Lect 7W
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G89.2229 Lect 7W
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