On Mon, 23 Apr 2001, jim clark wrote:

> On 22 Apr 2001, Donald Burrill wrote:
> > If I were doing it, I'd begin with a "full model" (or "augmented model", 
> > in Judd & McClelland's terms) containing three predictors:
> >     y  =  b0 + b1*X + b2*A + b3*(AX) + error
> >  where A had been recoded to (0,1) and (AX) = A*X.    [1]
> 
> A number of sources (e.g., Aiken & West's Multiple regression:
> testing and interpreting interactions) would recommend centering X 
> first (i.e., subtracting out its mean to produce deviation scores). 

Yes, this is always an option.  Usually recommended to avoid certain 
computational problems that may arise if the distribution of X has a 
particularly low coefficient of variation, for example, and if the model 
contains many variables (and in particular interactions among them).  
Such problems are unlikely to arise in so simple a model as [1], and are 
more effectively dealt with when they do arise by deliberately
orthogonalizing the predictors.  I've never quite understood why 
deviations from a sample mean, which is after all a random function of 
the particular sample one has, should be preferred either to the original 
values of X (unless there ARE distributional problems) or to deviations 
from some value inherently more meaningful than a sample mean.

> You might also consider whether dummy coding (0,1), as recommended by 
> Donald, would be best or perhaps effect coding (-1, 1).

Also a possibility, of course.  Note that the interpretations of the 
several coefficients (b0, b2, and b3 in particular) change with changes 
in coding of the dichotomy A.
                                -- DFB.
 ------------------------------------------------------------------------
 Donald F. Burrill                                 [EMAIL PROTECTED]
 348 Hyde Hall, Plymouth State College,          [EMAIL PROTECTED]
 MSC #29, Plymouth, NH 03264                                 603-535-2597
 184 Nashua Road, Bedford, NH 03110                          603-472-3742  



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