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  • How to deal with significant interaction in multiple regression

    Dear all
    I am doing multiple regression analysis using stata 12. While regressing using command regress Y X, the independent variable (X) explains 15% of variability in dependent variable(Y). But, interaction is highly significant between my continuous independent variable and gender(0 male,1 female). If I include gender along with independent variable in my model using command (regress Y X gender) R2 increases by another 3% and including interaction term using command (regress Y c.X##i.gender) results in R2=25%. As per my understanding, if interaction is not significant, I can remove it and and can come to final model or I can even use ANCOVA to determine if gender is acting as covariate or confounder and can present unadjusted and adjusted means accordingly. But, I am not sure how can I go ahead with SIGNIFICANT INTERACTION in multiple regression.
    I will be thankful if you kindly suggest me whether I should include gender x independent variable (x) interactions in my final model or How exactly I should go ahead to come to my final model using multiple regression or suggest me some resource where I could find similar information?
    Thanking you for your time
    Regards
    Neha
    Last edited by Neha Dewan; 22 Mar 2015, 04:31.
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