Hello nice to meet you

After having searched this forum and google for several days without "clear" results, I hope you can help me with this query.
I am using STATA V. 14.2

In my post I am referring to two references that I have found during my research, which already gave me some help but I hope that together with you I can fully solve the question.

Source (1): https://stats.idre.ucla.edu/stata/fa...tion-stata-12/
Source (2): https://stats.idre.ucla.edu/stata/fa...n-interaction/

The interpretation problem I am facing refers to different coefficients and siginficance levels depending on the Syntax used in the interaction term.

More specifically I am trying to understand the interaction between a dummy/categorical variable 'HILOTEC' and a continuous variable CLO_mc and their effect on my dependet variable CEP_IEM. In my model I would like to test the "moderation" effect of my HILOTEC variable (does HILOTEC moderate the CLO_mc regression on CEP_IEM)

With my data, if I run a regression using the command:

reg CEP_IEM i.HILOTEC##c.CLO_mc
I will get an output similar to 'Source 2: Case 2 categorical by continous interaction':

Where significance levels for interaction term of i.HILOTEC#c.CLO_mc are not significant:

MODEL 1 Array



If I use the command:

reg CEP_IEM HILOTEC i.HILOTEC#c.CLO_mc the coefficients and significance levels change (also similarly to Source 2)

In this model, which is described by the authors of Source 2 as a reparameterazation of MODEL 1 (with same number of degrees of freedom and R2), both of the HILOTEC values are significant in their interaction with CLO_mc

MODEL2 Array


Here is where I have a problem in understanding and interpreting the results (and which I was also not able to solve with the help of Source 1, because they only refer to MODEL 1).
Key questions are:
  • Which model do I need to refer to, to interprete the interaction?
  • What would the interpretation of these results be (or can it not be done at this stage)
    • (ALSO: what would be the interpretation, if in MODEL 2 one of the interactions would be significant and the other would not be significant)?

Thank you very much in advance for your help and best regards!