In my model, I have two moderation effects which I would like to compare using the nlcom command. The issue is that these are moderations of quadratic terms.
Let me explain with the example below.
Code:
webuse regress, clear reg y c.x1##c.x1##c.x2 c.x3##c.x3##c.x2, noomitted note: x2 omitted because of collinearity Source | SS df MS Number of obs = 148 -------------+---------------------------------- F(9, 138) = 38.99 Model | 3507.64063 9 389.737848 Prob > F = 0.0000 Residual | 1379.27829 138 9.9947702 R-squared = 0.7178 -------------+---------------------------------- Adj R-squared = 0.6994 Total | 4886.91892 147 33.2443464 Root MSE = 3.1615 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | -4.65257 13.16276 -0.35 0.724 -30.67935 21.37421 | c.x1#c.x1 | .8658995 2.27483 0.38 0.704 -3.63213 5.363929 | x2 | -42.47076 101.423 -0.42 0.676 -243.0147 158.0732 | c.x1#c.x2 | 33.62988 57.65397 0.58 0.561 -80.36953 147.6293 | c.x1#c.x1#| c.x2 | -5.452162 8.488162 -0.64 0.522 -22.23584 11.33151 | x3 | -.0129249 .0033161 -3.90 0.000 -.0194818 -.0063681 | c.x3#c.x3 | 1.09e-06 5.15e-07 2.11 0.037 6.85e-08 2.10e-06 | c.x3#c.x2 | -.0062143 .0130708 -0.48 0.635 -.0320593 .0196308 | c.x3#c.x3#| c.x2 | 1.54e-06 2.51e-06 0.61 0.541 -3.42e-06 6.50e-06 | _cons | 56.37686 18.93592 2.98 0.003 18.93479 93.81893 ------------------------------------------------------------------------------
_b[c.x1#c.x1#c.x2] and _b[c.x3#c.x3#c.x2]
In some (management) papers, I have read that simply using the test command (i.e. test _b[c.x1#c.x1#c.x2] = _b[c.x3#c.x3#c.x2]) is not correct because the size of the main effects needs to be considered because a large interaction effect does not necessarily mean that the interaction effect is substantively important. For example, when linear effects are moderated, the following should be used:
Code:
webuse regress, clear quietly reg y c.x1##c.x2 c.x3##c.x2, noomitted nlcom (ratio1: _b[c.x1#c.x2]/_b[x1]) (ratio2: _b[c.x3#c.x2]/_b[x3]), post test _b[ratio1] = _b[ratio2]
Code:
webuse regress, clear quietly reg y c.x1##c.x1##c.x2 c.x3##c.x3##c.x2, noomitted nlcom (ratio1: _b[c.x1#c.x1#c.x2]/_b[c.x1#c.x1]) (ratio2: _b[c.x3#c.x3#c.x2]/_b[c.x3#c.x3]), post test _b[ratio1] = _b[ratio2]
Do these terms need to somehow be incorporated in the computations above?
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