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G89.

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

This multiplicative model is


related to the polynomial
models studied last week.
G89.2229 Lect 7W

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

Because the coefficients b1 and


b2 can be easily interpreted
when X1 and X2 are zero, it is
advisable to CENTER variables
involved in interactions to make
values of zero easy to
understand.
G89.2229 Lect 7W

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

Measures and Sample


Measures (Variables)
POMS depressed mood (M)
Sad, blue
Emotional Stability (E)
Saucier's short Goldberg form
"Moody" vs. "Serene"
Troublesome things (T)
A lot of work, negative
feedback, headache,
bureaucracy

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

Estimate and evaluate


alternative models
Form conclusion
Report results

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)

Scaling is especially important if the


trajectories of interest do not cross
in the region where data is available.

G89.2229 Lect 7W

Detecting and testing for


scaling effects
When the variance seems to be
related to the level of Y, the
hypothesis of interactions being
simple scaling functions needs
to be considered.
Showing that the theoretically
interesting interaction remains
when Y is transformed to ln(Y) is
good evidence
Showing that ln(Y) increases
heteroscedasticity also helps (if it
is true)

Often our theory predicts


interaction, and scientists are
motivated to demonstrate it.
G89.2229 Lect 7W

Quadratic trends and


interaction: Ganzach (1997)
Ganzach (Psych Methods,
1997, Vol 2, page 235) argues
that an alternative to the
interactive model that should be
considered is one with
quadratic main effects.
He suggests always
centering IVs
fitting the model
Y b0 b1 X1 b2 X2 b3 X12 b4 X22 b5 X1 X2 e

If the quadratic terms are not


needed, then they can be
eliminated.
G89.2229 Lect 7W

Two Interaction Plots


Model of Depressed Mood
Troubles moderated by Em Stability

Predicted Depressed Mood

7
6
5
4

Low stab

Av stab
Hi stab

2
1
0
0

Num Troubles per Day

Model of SQRT(d. mood)


Fitted depressed mood

Untransformed sqrt fit


6.00
5.00
4.00

Low stab
Av stab
Hi stab

3.00
2.00
1.00
0.00
0

N Troubles

G89.2229 Lect 7W

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