Dear all,

I want to investigate the relationship of 'Working from home (WFH)' and Job Satisfaction by running a fixed effects Regression with Stata 13.0.

Code:
xtset pers_id wave
The results (1) reveal that there is a statistically significant relationship.
Now I want to examine if employees are more satisfied when working from home if they are male or female respectively if they have children or do not have children.
Therefore I added an interaction term 'WFH*female' (2) and 'WFH*children' (3) (all three variables are dummy variables).
(I also Control for other individual-specific and firm-specific variables.)

How can I Interpret the results? Are interaction terms the right way to test this in a fixed effects Regression? Is it problematic if the interaction term includes a time-invariant variable or a time-varying variable?


Code:
        


(1) eststo: xtreg msat_job_z WFH $individualistic_control $firm_control_2 $wave , fe vce (cluster firm_id)
(2) eststo: xtreg msat_job_z WFH WFH_Female $individualistic_control $firm_control_2 $wave , fe vce (cluster firm_id)
(3) eststo: xtreg msat_job_z WFH WFH_children $individualistic_control $firm_control_2 $wave , fe vce (cluster firm_id)



-------------------------------------------------------------------------
                          (1)                     (2)                    (3)  
                     Job Sat._z
Job Sat._z
Job Sat._z
-------------------------------------------------------------------------
WFH                0.178***         0.220***              0.149**
                       (0.0608)        (0.0679)             (0.0598)  

Female              0                      0                          0  
                        (.)                      (.)                        (.)  

Children           -0.0444           -0.0446             -0.0572  
                         (0.266)            (0.266)              (0.264)  


WFH*Female                          -0.178                  
                                                (0.144)                  

WFH*Children                                                   0.104  
                                                                         (0.106)  

_cons              -11.67           -11.42                   -11.62  
                       (8.114)           (8.131)                 (8.118)  
---------------------------------------------------------------------
N                   12287              12287                  12287  
---------------------------------------------------------------------


If I rerun the FE regression with sample splits I get the following results:

(1) Females
(2) Males
(3) with Children
(4) withou Children



Code:


(1) eststo: xtreg msat_job_z WFH $individualistic_control $firm_control_2 $wave if female==1, fe vce (cluster


firm_id


)


(2) eststo: xtreg msat_job_z WFH $individualistic_control $firm_control_2 $wave if female==0, fe vce (cluster


firm_id


)


(3) eststo: xtreg msat_job_z WFH $individualistic_control $firm_control_2 $wave if children==1, fe vce (cluster


firm_id


)


(4) eststo: xtreg msat_job_z WFH $individualistic_control $firm_control_2 $wave if children==0, fe vce (cluster firm_id)



------------------------------------------------------------------------------------
                      (1)                    (2)                     (3)                   (4)  
               msat_job_z      msat_job_z      msat_job_z      msat_job_z  
------------------------------------------------------------------------------------
WFH                0.0675           0.215***        0.379**         0.114* 
                         (0.129)        (0.0677)         (0.150)        (0.0630)  

Female                  0                  0                  0                  0  
                             (.)                (.)                  (.)                 (.)  

Children          -0.0634         -0.0576             0                   0  
                        (0.0969)        (0.264)            (.)                  (.)  


_cons            -1.360          -14.38*         -6.409          -12.40  
                      (9.859)         (8.656)         (17.97)         (7.743)  
-----------------------------------------------------------------------------------
N                    3409            8878             3040             9247  
------------------------------------------------------------------------------------




How can I explain the differences in the results? Is sample split or interaction term more appropraite?







Thank you a lot in advance!

I really appreciate your help!





Best regards,

Lena