Dear all, I am a relative novice with R, so please forgive any terrible errors...
I am working with a GLM that describes a response variable as a function of a categorical variable with three levels and a continuous variable. These two predictor variables are believed to interact. An example of such a model follows at the bottom of this message, but here is a section of its summary table: Estimate Std. Error z value Pr(>|z|) (Intercept) 1.220186 0.539475 2.262 0.0237 * var1 0.028182 0.050850 0.554 0.5794 cat2 -0.112454 0.781137 -0.144 0.8855 cat3 0.339589 0.672828 0.505 0.6138 var1:cat2 0.007091 0.068072 0.104 0.9170 var1:cat3 -0.027248 0.064468 -0.423 0.6725 I am having trouble interpreting this output. I think I understand that: # the 'var1' value refers to the slope of the relationship within the first factor level # the 'cat2' and 'cat3' values refer to the difference in intercept from 'cat1' # the interaction terms describe the difference in slope between the relationship in 'cat1' and that in 'cat2' and 'cat3' respectively Therefore, if I wanted a single value to describe the slope in either cat2 or cat3, I would sum the interaction value with that of var1. However, if I wanted to report a standard error for the slope in 'cat2', how would I go about doing this? Is the reported standard error that for the overall slope for that factor level, or is the actual standard error a function of the standard error of var1 and that of the interaction? Any help with this would be much appreciated, Matthew Carroll ### example code resp <- rpois(30, 5) cat <- factor(rep(c(1:3), 10)) var1 <- rnorm(30, 10, 3) mod <- glm(resp ~ var1 * cat, family="poisson") summary(mod) Call: glm(formula = resp ~ var1 * cat, family = "poisson") Deviance Residuals: Min 1Q Median 3Q Max -1.80269 -0.54107 -0.06169 0.51819 1.58169 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) 1.220186 0.539475 2.262 0.0237 * var1 0.028182 0.050850 0.554 0.5794 cat2 -0.112454 0.781137 -0.144 0.8855 cat3 0.339589 0.672828 0.505 0.6138 var1:cat2 0.007091 0.068072 0.104 0.9170 var1:cat3 -0.027248 0.064468 -0.423 0.6725 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 (Dispersion parameter for poisson family taken to be 1) Null deviance: 23.222 on 29 degrees of freedom Residual deviance: 22.192 on 24 degrees of freedom AIC: 133.75 Number of Fisher Scoring iterations: 5 -- Matthew Carroll E-mail: mjc...@york.ac.uk ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.