Hi all,

I am running a basic interaction model y=b0 + b1X1 + b2D + b3X1*D. where D is a dummy variable. Here b1 is the effect of X1 for the group that has D=0 and (b1+b3)X1 for D=1. Now the confusing part is the significance of coefficients. I have by negative and significant and b3 positive but not significant which indicates there is no slope difference between two groups i.e. the effect of X1 is negative and significant for D=1 as well. However, when using lincom b1 + b3 to get the slope of X1 in D=1 group I get a number that is not statistically significant. How is this possible to have interaction term that is not significant but at the same time have a summation that is also not significant.
Thanks