Date:         Sat, 18 Sep 2010 17:45:49 -0700
Reply-To:     Bruce Weaver <bruce.weaver@hotmail.com>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         Bruce Weaver <bruce.weaver@hotmail.com>
Subject:      Re: Parameter Sig. vs Effect Sig. & Interaction
In-Reply-To:  <201009180351.o8HHN6lw007021@willow.cc.uga.edu>
Content-Type: text/plain; charset=us-ascii

Simon - slmartys@gmail.com wrote:
>
> My analysis involves a Generalized Estimating Equation --- two binary IVs
> predicting a binary DV.  Each binary IV is dummy coded 0-1.
>
> When I run my analyses, the "test of model effects" Wald chi-square
> statistic is exactly the same as the "parameter estimate" Wald chi-square
> statistic for each predictor.  However, when I add an INTERACTION term to
> the model (i.e. I ask SPSS to add it in automatically), this is no longer
> the case.  (The Wald statistic for the interaction term matches, but the
> statistics for the other parameter estimates don't match the test of model
> effects.)
>
> To date, I'm not really clear on why adding the interaction makes this
> happen.  I would like to report parameter estimates (odds ratios), but the
> significance levels of the parameter estimates change depending on which
> group I select for the reference group!  (Just to reiterate, this does not
> happen when there is no interaction term.)
>
> Is there a way I can code my data so that this does not occur?
>
> If there's not, what is the appropriate thing to report?
>
> --- snip ---
>
>

Bear in mind that when the product term is included in the model, the
parameters for the main effects are really giving you simple main effects .
Suppose your variables are called A and B.  When A*B is also in the model,
the parameter for A gives you the effect of A when B is set to its reference
level; and the parameter for B gives you the effect of B when A is set to
its reference level.  So if you change the reference levels, you'll see
different parameter estimates.  The parameter estimate for the A*B product
is unaffected by what you choose as the reference categories.

HTH.


-----
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

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