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Interaction Effects in Linear and Generalized Linear Models
Examples and Applications Using Stata

- Robert L. Kaufman - Temple University, USA

**Other Titles in:**

Political Science Statistics | Regression & Correlation | Sociological Research Methods

–Nicole Kalaf-Hughes,

*Bowling Green State University*

Offering a clear set of workable examples with data and explanations,

**Interaction Effects in Linear and Generalized Linear Models**is a comprehensive and accessible text that provides a unified approach to interpreting interaction effects. The book develops the statistical basis for the general principles of interpretive tools and applies them to a variety of examples, introduces the ICALC Toolkit for Stata, and offers a series of start-to-finish application examples to show students how to interpret interaction effects for a variety of different techniques of analysis, beginning with OLS regression.

The author’s website at www.icalcrlk.com provides a downloadable toolkit of Stata® routines to produce the calculations, tables, and graphics for each interpretive tool discussed. Also available are the Stata® dataset files to run the examples in the book.

Overview: Why Should You Read This Book? |

The Logic of Interaction Effects in Linear Regression Models |

The Logic of Interaction Effects in GLMs |

Diagnostic Testing and Consequences of Model Misspecification |

Roadmap for the Rest of the Book |

Chapter 1 Notes |

Mathematical (Geometric) Foundation for GFI |

GFI Basics: Algebraic Regrouping, Point Estimates, and Sign Changes |

Plotting Effects |

Summary |

Special Topics |

Chapter 2 Notes |

Test Statistics and Significance Levels |

JN Mathematically Derived Significance Region |

Empirically Defined Significance Region |

Confidence Bounds and Error Bar Plots |

Summary and Recommendations |

Chapter 3 Notes |

Options for Display and Reference Values |

Reference Values for the Other Predictors (Z) |

Constructing Tables of Predicted Outcome Values |

Charts and Plots of the Expected Value of the Outcome |

Conclusion |

Special Topics |

Chapter 4 Notes |

Identifying the Issues |

Mathematically Defining the Confounded Sources of Nonlinearity |

Revisiting Options for Display and Reference Values |

Solutions |

Summary and Recommendations |

Derivations and Calculations |

Chapter 5 Notes |

Overview |

INTSPEC: Syntax and Options |

GFI Tool: Syntax and Options |

SIGREG Tool: Syntax and Options |

EFFDISP Tool: Syntax and Options |

OUTDISP Tool: Syntax and Options |

Next Steps |

Chapter 6 Notes |

Overview |

Single-Moderator Example |

Two-Moderator Example |

Special Topics |

Chapter 7 Notes |

Overview |

One-Moderator Example (Nominal by Nominal) |

Three-Way Interaction Example (Interval by Interval by Nominal) |

Special Topics |

Chapter 8 Notes |

Overview |

One-Moderator Example (Interval by Interval) |

Two-Moderator Example (Interval by Two Nominal) |

Special Topics |

Chapter 9 Notes |

Overview |

One-Moderator Example (Interval by Nominal) |

Two-Moderator Interaction Example (Nominal by Two Interval) |

Special Topics |

Chapter 10 Notes |

Overview |

One-Moderator Example (Interval by Nominal) |

Three-Way Interaction Example (Interval by Interval by Nominal) |

Special Topics |

Chapter 11 Notes |

Extensions |

Final Thoughts: Dos, Don’ts, and Cautions |

Chapter 12 Notes |

Chapter 2: One-Moderator Example |

Chapter 2: Two-Moderator Mixed Example |

Chapter 2: Two-Moderator Interval Example |

Chapter 2: Three-Way Interaction Example |

Chapter 3: One-Moderator Example |

Chapter 3: Two-Moderator Example |

Chapter 3: Three-Way Interaction Example |

Chapter 4: Tables One-Moderator Example and Figures Example 3 |

Chapter 4: Tables Two-Moderator Example |

Chapter 4: Figures Examples 1 and 2 |

Chapter 4: Figures Example 4 |

Chapter 4: Tables Three-Way Interaction Example and Figures Example 5 |

Chapter 5: Examples 1 and 2 |

Chapter 5: Example 3 |

Chapter 5: Example 4 |

Chapter 6: One-Moderator Example |

Chapter 6: Two-Moderator Example |

Chapter 6: Three-Way Interaction Example |

Chapter 7: One-Moderator Example |

Chapter 7: Two-Moderator Example |

Chapter 8: One-Moderator Example |

Chapter 8: Three-Way Interaction Example |

Chapter 9: One-Moderator Example |

Chapter 9: Two-Moderator Example |

Chapter 10: One-Moderator Example |

Chapter 10: Two-Moderator Example |

Chapter 11: One-Moderator Example |

Chapter 11: Three-Way Interaction Example |

Chapter 12: Polynomial Example |

Chapter 12: Heckman Example |

Chapter 12: Survival Analysis Example |

Data Sources |

### Supplements

The author’s website at www.icalcrlk.com provides a downloadable toolkit of Stata routines to produce the calculations, tables and graphics for each interpretive tool discussed. Also available are the data files and Stata do files to run the examples in the book.

“This book is remarkable in its accessible treatment of interaction effects. Although this concept can be challenging for students (even those with some background in statistics), this book presents the material in a very accessible manner, with plenty of examples to help the reader understand how to interpret their results.”

**Bowling Green State University**

**“Interaction Effects in Linear and Generalized Linear Models** provides an intuitive approach that benefits both new users of Stata getting acquainted with these statistical models as well as experienced students looking for a refresher. The topic of interactions is greatly important given that many of our main theories in the social and behavioral sciences rely on moderating effects of variables. This book does a terrific job of guiding the reader through the various statistical commands available in Stata and explaining the results and taking the reader through different considerations in graphically presenting their results.”

**University of Houston**

### Sample Materials & Chapters

Chapter 1: Introduction and Background

Chapter 7: Linear Regression Model Applications