Hi Experts,
I graphed difference in difference and its corresponding confidence interval to interpret interaction in nonlinear models. I know the rule is that we conclude the interaction is not significant if the confidence interval includes 0. However, I am not sure how strict this rule is. Sometimes, only a small proportion of the difference's confidence interval includes zero. In that case, should we conclude the interaction is significant or not? Thanks.
Below, I give three examples for your reference. What would you conclude for each example? Thanks.
To calculate difference in difference: calculate margins when x2 is high with x1 on x axis, calculate margins when x2 is low with x1 on x axis, then calculate the difference between the two and confidence interval of the difference.
In my case, x2 is a categorical variable. I use level 1 as the reference group, so the difference would be between a higher level and level 1. And x3 is a continuous variable, so the difference I calculated is between maximum x3 and minimum x3. In both cases, x1 which I put on x axis is a continuous variable.
Example 1

Example 2

Example 3
I graphed difference in difference and its corresponding confidence interval to interpret interaction in nonlinear models. I know the rule is that we conclude the interaction is not significant if the confidence interval includes 0. However, I am not sure how strict this rule is. Sometimes, only a small proportion of the difference's confidence interval includes zero. In that case, should we conclude the interaction is significant or not? Thanks.
Below, I give three examples for your reference. What would you conclude for each example? Thanks.
To calculate difference in difference: calculate margins when x2 is high with x1 on x axis, calculate margins when x2 is low with x1 on x axis, then calculate the difference between the two and confidence interval of the difference.
In my case, x2 is a categorical variable. I use level 1 as the reference group, so the difference would be between a higher level and level 1. And x3 is a continuous variable, so the difference I calculated is between maximum x3 and minimum x3. In both cases, x1 which I put on x axis is a continuous variable.
Example 1
Example 2
Example 3
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