Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • How to interpret simple interaction model vs. interaction + main effects model?

    Hi everyone,

    I’m analyzing the association between cholesterol and echocardiograph measures using imputed data, and looking at BMI as a potential effect modifier. Given the multiple readings of cholesterol over a 2hr period I am using the area under the curve for this particular analysis. My dataset has 38 observations.

    I ran regress including only the interaction term (c.chol_total#i.bmi_grp) for each outcome and separately ran regress using the interaction term between chol_total and BMI while also including the main effects (c.chol_total##i.bmi_grp).

    Code:
    mi estimate: regress outcome3 c.chol_total##i.bmi_grp
    
    Multiple-imputation estimates                   Imputations       =         20
    Linear regression                               Number of obs     =         38
                                                    Average RVI       =     0.0000
                                                    Largest FMI       =     0.0000
                                                    Complete DF       =         32
    DF adjustment:   Small sample                   DF:     min       =      30.17
                                                            avg       =      30.17
                                                            max       =      30.17
    Model F test:       Equal FMI                   F(   5,   30.2)   =       2.94
    Within VCE type:          OLS                   Prob > F          =     0.0280
    
    --------------------------------------------------------------------------------------
                outcome3 | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
    ---------------------+----------------------------------------------------------------
              chol_total |  -.0007062   .0010682    -0.66   0.514    -.0028871    .0014748
                         |
                 bmi_grp |
                      2  |  -.3883076   .2920682    -1.33   0.194    -.9846484    .2080333
                      3  |   1.254069   .7681965     1.63   0.113     -.314424    2.822562
                         |
    bmi_grp#c.chol_total |
                      2  |   .0038234   .0021201     1.80   0.081    -.0005054    .0081521
                      3  |  -.0062009   .0059295    -1.05   0.304    -.0183076    .0059058
                         |
                   _cons |   2.736967   .1502497    18.22   0.000      2.43019    3.043745
    --------------------------------------------------------------------------------------
    Code:
    mi estimate: regress outcome3 c.chol_total#i.bmi_grp
    
    Multiple-imputation estimates                   Imputations       =         20
    Linear regression                               Number of obs     =         38
                                                    Average RVI       =     0.0000
                                                    Largest FMI       =     0.0000
                                                    Complete DF       =         34
    DF adjustment:   Small sample                   DF:     min       =      32.16
                                                            avg       =      32.16
                                                            max       =      32.16
    Model F test:       Equal FMI                   F(   3,   32.2)   =       3.01
    Within VCE type:          OLS                   Prob > F          =     0.0446
    
    --------------------------------------------------------------------------------------
                outcome3 | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
    ---------------------+----------------------------------------------------------------
    bmi_grp#c.chol_total |
                      1  |  -.0003244   .0009957    -0.33   0.747    -.0023521    .0017034
                      2  |   .0008706   .0011002     0.79   0.435      -.00137    .0031112
                      3  |   .0031674   .0014029     2.26   0.031     .0003103    .0060245
                         |
                   _cons |   2.672764   .1323394    20.20   0.000     2.403251    2.942277
    --------------------------------------------------------------------------------------
    My results differ greatly between the 2 models and some of the outcomes reported opposite directionality (BMI group 3). I then ran regress stratified by BMI and the results seem most consistent with the interaction + main effects model, however, the stratified analysis is heavily limited by sample size.

    My questions are; what is driving this difference between the simple interaction and interaction + main effects model to the point of completely changing the directionality of the coefficient? I know the stratified model is the least "robust", but between the two interaction models I've shown, which would be preferable to report?

    The reasoning behind my question is that the stratified model and the interaction + main effects model report negative coefficients for BMI group 3, which is rather unexpected and not observed in the simple interaction model. However, if the interaction + main effects model is suitable, this finding could be important - I just want to know if it is in fact a valuable finding worth expanding upon or just a result of poor sample size or analytical error on my part. Would appreciate some insight

    Here is a snippet of my data;

    Code:
    clear
    input double(outcome1 outcome2 outcome3) float(chol_total bmi_grp)
            8.5      .2602      2.7842  64.21331 1
           12.2     .41125     2.95675 75.131195 2
           6.25      .1944      2.8997   59.8591 1
           10.4      .3802      3.2707 124.33892 2
              .          .           . 72.491135 2
           13.2     .31085     2.04485  77.10976 2
            9.4     .27925     2.69575 30.807266 1
             16      .5775     3.03285  121.6245 3
           9.55     .27085      2.5666   49.1961 1
           6.55      .2011      2.8676  89.26665 2
    8.066666667      .1903 2.165266667  26.76571 1
          14.55     .42735      2.5077 122.41145 2
           10.9      .3829        3.13 151.64449 2
    10.13333333 .322033333 2.865766667  153.1595 3
           15.9     .56775      3.0026 152.31947 3
          12.45     .48135      3.3811 121.64539 1
          12.25     .42085     3.00315 171.43484 2
          12.45     .36635      2.5658   60.3415 1
           7.15     .20685       2.696 108.66035 2
             11      .3171     2.56075 164.97496 1
            1.1     .00253       2.276 110.54124 1
            6.3      .1944      2.8713 180.49765 2
           7.85      .1954      2.2981 122.66583 2
           9.85     .32135     2.93915  57.20695 1
    6.566666667 .193266667 2.766766667  110.4878 1
           14.8     .57565      3.3089  92.86025 3
           14.5      .5129     3.01655 141.99864 2
           9.25      .3116      3.0463 175.73875 1
           7.55      .2381      2.9118  188.0964 2
          13.65     .33575      2.1284  228.8729 1
          11.75      .3458      2.5976 227.68706 1
          12.35      .4547     3.22585 115.00507 3
          11.65     .40255     3.05625  218.1458 2
           12.5     .34765     2.43475 276.64615 1
            4.7      .1385 2.812633333  89.67432 2
            4.8     .12395      2.4547  64.75948 2
           6.95      .1602      2.1468  148.5786 2
    10.46666667 .352233333 3.011233333 141.43736 3
          13.25        .51      3.3253 116.11664 3
           10.9      .3829        3.13 151.64449 2
            1.1     .00253       2.276 110.54124 1
    end

  • #2
    In the first model, you have separate constants for each bmi group. Not so in the second.

    Also, the coefficients in the first model for groups 2 and 3 should be added to the coefficient for group 1 ( -.0007062 ).

    Running them separately looks like first model because you have a group specific constant for each group.
    .

    Comment


    • #3
      Dev:
      welcome to this forum.
      You can check yourself Gerorge's helpful explanation recalculating the fitted values, that you can access via -mi predict-.
      Kind regards,
      Carlo
      (Stata 19.0)

      Comment

      Working...
      X