SS16.2b

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Visualizing shapes of interaction patterns with continuous independent variables

Jane E. Miller, PhD

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Overview

• Three general shapes of interactions

• What do interaction patterns between categorical and one continuous independent variable look like?

• From three-way association to regression model with interactions

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Review: What is an interaction?

• The association between one independent variable (X

1

) and the dependent variable (Y) differs depending on the value of a second independent variable (X

2 as the “modifier.”

), known

• The presence of an interaction means that one can’t express the direction or size of the association between

X

1 and Y without also specifying the values of X

2

.

• In the lingo of “generalization, example, exception”

(GEE), interactions are an exception to a general pattern among those variables.

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Three general shapes of interaction patterns

1. Size: The effect of X

1 values of X

2 on Y is than for others; larger for some

2. Direction: the effect of X

1 some values of X of X

2

;

2 on Y is positive for but negative for other values

3. The effect of X

1 on Y is non-zero (either positive or negative) for some values of X

2 but is not statistically significantly different from zero for other values of X

2

.

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Possible patterns: Interaction between one categorical and one continuous independent variable

• Example: Race and income as predictors of birth weight:

– Birth weight (BW) in grams is the dependent variable;

– The focal independent variable, annual family income, is a continuous variable in $;

– The modifier , race, is a nominal independent variable.

• An interaction means that the association between income and birth weight differs by race.

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Income main effect, but no race main effect or interaction with income

No racial difference in income/birth weight relation: slope and intercept same for blacks and whites.

Income ($)

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Income and race main effects, but no interaction

Income/birth weight curves for blacks and whites have same slope (their curves are parallel)

But different intercepts

White

Black

Income ($)

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Income main effect and interaction with race, but no race main effect

Income/birth weight curves for blacks and whites have different slopes same intercept

White

Black

Income ($)

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Income and race main effects and interaction: Divergent curves

Income/birth weight curves for blacks and whites have

Different slopes and different intercepts

White

Black

Income ($)

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Income and race main effects and interaction: Convergent curves

Income/birth weight curves for blacks and whites have different slopes and different intercepts

Income ($)

White

Black

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Income and race main effects and interaction: Disordinal curves

Income/birth weight curves for blacks and whites have different slopes

(in this case, opposite-signed slopes) and different intercepts

Disordinal curves are those that cross in the observed range.

Income ($)

White

Black

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

BW

Possible patterns among income, race, and birth weight

BW BW

White

Black

BW

Income

Income main effect

BW

Income

Income & race main effects

Income

Income & race main effects, and interaction: converging

BW

Income

Income & race main effects, and interaction: diverging from same intercept

Income

Income & race main effects, and interaction: diverging from different intercepts

Income

Income & race main effects, and interaction: disordinal

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

From three-way associations to regression model with interactions

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Create a three-way chart of the association

• To gain a sense of the shape of the relationship among your variables, graph the three-way association.

• E.g., the clustered bar charts was created based on differences in means of the DV (birth weight) according to the cross-tabulated categorical values of the two IVs (race and education).

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Using the three-way chart to plan your multivariate model

• Check it against theory and previous studies.

• Does it make sense?

• Anticipate which main effects and interaction terms are needed in the specification.

• See which of the charts shown here best characterize the pattern.

• Note that other shapes of patterns are also possible.

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Using the three-way chart to verify your multivariate results

• Check the pattern calculated from the estimated coefficients against the simple three-way chart.

• If the shapes are wildly inconsistent with one another, probably reflects an error in either

– How you specified the model, or

– How you calculated the overall pattern from the coefficients.

• Small changes in the shape or size of the pattern may occur due to controlling for other variables in your multivariate model.

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Next steps toward a model with interactions

• The next module will show how to

• Create variables needed for interaction

• Specify the model to formally test for interaction effects

• Later modules will explain how to calculate the overall shape of an interaction from the estimated coefficients.

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Summary

• Real-world examples of interactions can take many forms, including various combinations of main effect and interactions.

• Interactions can occur in terms of

– Direction

– Magnitude

• A three-way chart can help identify which of the many theoretically possible shapes characterize the relationship among your IVs and DV.

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Suggested resources

• Chapter 16 of Miller, J. E. 2013. The Chicago

Guide to Writing about Multivariate Analysis,

2nd edition.

• Jaccard, J. J., and R. Turrisi. 2003. Interaction

Effects in Multiple Regression. 2nd ed. Berkeley

Hills, CA: Sage Publications.

• Chapters 8 and 9 of Cohen et al. 2003. Applied

Multiple Regression/Correlation Analysis for the

Behavioral Sciences, 3rd Edition. Florence, KY:

Routledge.

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Suggested online resources

• Podcasts on

– Introduction to interactions

– Creating variables and specifying regression models to test for interactions

– Calculating overall pattern from interaction coefficients

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Suggested practice exercises

• Study guide to The Chicago Guide to Writing about Multivariate Analysis, 2nd Edition.

– Questions #1 and 2 in the problem set for Chapter 16

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

Contact information

Jane E. Miller, PhD jmiller@ifh.rutgers.edu

Online materials available at http://press.uchicago.edu/books/miller/multivariate/index.html

The Chicago Guide to Writing about Multivariate Analysis, 2 nd edition.

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