Dear statalist,

I have 3 variables, say x, y, and z. x and y are dummies, z is continuous. I want to do a three-way interaction and I wonder which is the correct way? My variable of interest is x*y*z, and I expect it to be significantly positive. As you can see from the results, one methodology shows it is significantly positively associated with my DV, while the other has insignificant relationship.

Code:
reg DV i.x#i.y#c.z control1 control2 control3 i.industry i.year, vce(cluster industry)
-------------------------------------------------------------------------------------------------
                                |               Robust
                             DV |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------------------------+----------------------------------------------------------------
                       x#y#c.z  |
                           0 0  |   .3318569   .0373612     8.88   0.000     .2530317     .410682
                           0 1  |   .1726281   .0372657     4.63   0.000     .0940044    .2512519
                           1 0  |   .1279661   .0340517     3.76   0.002     .0561234    .1998088
                           1 1  |   .0865039   .0337273     2.56   0.020     .0153455    .1576623

reg DV i.x##i.y##c.z control1 control2 control3 i.industry i.year, vce(cluster industry)
-------------------------------------------------------------------------------------------------
                                |               Robust
                             DV |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------------------------+----------------------------------------------------------------
                           1.x  |   .0992311   .0556105     1.78   0.092    -.0180967     .216559
                           1.y  |   .0987155   .0266313     3.71   0.002     .0425284    .1549026
                                |
                           x#y  |
                           1 1  |  -.0726428   .0677343    -1.07   0.298    -.2155498    .0702641
                                |
                             z  |   .1693954   .0403849     4.19   0.001     .0841908       .2546
                                |
                         x#c.z  |
                             1  |    .004427    .097611     0.05   0.964    -.2015142    .2103682
                                |
                         y#c.z  |
                             1  |   .0496641   .0587866     0.84   0.410    -.0743649     .173693
                                |
                       x#y#c.z  |
                           1 1  |  -.0344931     .16652    -0.21   0.838    -.3858197    .3168335
Thanks a lot for any help : )