MULTIPLE REGRESSION ANALYSIS:

INTERACTION / MODERATION

Lecture week 3
Multivariate Analysis
22 February 2022

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OVERVIEW

REGRESSION ANALYSIS WITH INTERACTION :

• Between dichotomous and continuous variables
• Between continuous variables
• Interaction with categorical variables: next week

Literature:
These lecture slides (only small part in Field)

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STEP 1: CAUSAL MODEL MODERATION

Regression model 1: total effect X -> Y

X Y

Regression model 2: Does the effect of X -> Y vary between values of M?

X Y

M
 STEP 1: CAUSAL MODEL MODERATION – variables filled in

Regression model 1: total effect X -> Y

CULTURE
CULTURE PARTICIPATION
PARTICIPATION
MOTHER
CHILD

Regression model 2: Does the effect of X -> Y vary between boys and girls?

CULTURE
CULTURE PARTICIPATION
PARTICIPATION
MOTHER
CHILD

GENDER
STEP 2A: PREPARATION 1: WHAT IS THE NULL CATEGORY OF THE
X VARIABLES?
MCUL mothers cultural participation
Cumulative
Frequency Percent Valid Percent Percent
Valid ,00 1 ,0 ,0 ,0
,00 1 ,0 ,0 ,1
,10 539 17,5 17,5 17,5
,20 3 ,1 ,1 17,6
,21 3 ,1 ,1 17,7
,21 1 ,0 ,0 17,8
,21 1 ,0 ,0 17,8
,21 23 ,7 ,7 18,5
,22 1 ,0 ,0 18,6
,22 17 ,6 ,6 19,1
,22 9 ,3 ,3 19,4
,25 142 4,6 4,6 24,0

• At GENDER, there is already a 0 category: 0 = boys

• In MCULC there is also a 0 category, it is a continuous scale from 0 to 1:
– 0 = the least culturally active mother, 1 = the most culturally active mother
– So 1 unit here is 1 very big step

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STEP 2B: PREPARATION 2: EDIT VARIABLES TO GET MEANINGFUL
0 CATEGORY

How do you get a meaningful zero category?

• By recoding - for variables with few categories (e.g. GENDER 1-2 -> 0-1)
• By standardizing = z-scores also have mean 0; the units are now standard
deviations, via Analyze, Descriptives
• By centering = construct a new variable by subtracting the mean so
MCULC - .5187; original units are retained

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CENTERING

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ORIGINAL, STANDARDIZED AND CENTERED VARIABLES

• In moderation analysis, standardization and centering are

often applied as a trick to avoid multicollinearity

• We will use therefore the centered variable MCULC (but it is

not wrong if you use the original variable MCUL)
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STEP 2C: PREPARATION: COMPUTE INTERACTION VARIABLE

Compute a new variable as the product of the two variables :

In syntax:
Compute MCULC_GENDER = MCULC * GENDER.
Execute. 9
STEP 3: REGRESSION ANALYSIS

• In 2 steps, via 'NEXT':

• Model 1 (no moderation): effects of the X variables MCULC and GENDER
• Model 2 (with moderation): addition of the interaction term
STEP 3: REGRESSION ANALYSIS 1 -> MODEL 1
STEP 3: REGRESSION ANALYSIS 1 -> MODEL 1

• Model 1 (no moderation): effects of the X variables MCULCC and GENDER

STEP 3: REGRESSION ANALYSIS 2 -> MODEL 2
STEP 3: REGRESSION ANALYSIS 2 -> MODEL 2

• Model 2 (moderation): interaction variable MCULCC_GENDER added

 INTERPRETATION
-
INTERACTION
BETWEEN
CATEGORICAL AND
CONTINUOUS VARIABLES

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INTERPRETATION MODEL 1 – NO MODERATION

In interaction models
we interpret
unstandardized
coefficients – b’s

What is the effect of mothers' cultural participation? Does this differ for girls and boys?

• The difference between the least and most active mother is 46,139 = the unstandardized b
of MCULCC.

• This is true for boys and for girls; the effects of GENDER and of MCULCC are not
conditional/dependent of each other. After all, it is not yet an interaction model!
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 INTERPRETATION MODEL 1 – NO MODERATION

CULPAR = 49.204 + 5.516 GENDER + 46.139 MCULC

If you make separate models for boys and girls, you get:
This is true for boys and
for girls; the effects of
For boys (fill in 0 for gender):
MCULC are the same for
CULPAR = 49.204 + (5.516 * 0) + 46.139 MCULC boys and girls.
= 49.204 + 46.139 MCULC
For girls (fill in 1 for gender): Note: The intercept does
CULPAR = 49.204 + (5.516 * 1) + 46.139 MCULC differ: girls do more
culture than boys.
= 49.204 + 5.516 + 46.139 MCULC
= 30.788+ 46.139 MCULC

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INTERPRETATION MODEL 1 – NO MODERATION

Low boys = 1 stddev below mean =-.284:

Culpar = 49.204 + (46.139 * -.284) = 36.101

High boys = 1 stddev above mean =+.284:

Culpar = 49.204 + (46.139 * .284) = 62.307

https://psychology.victoria.ac.nz/modgraph/modgraph.php

• Equal slope: effects of MCULC are equal for boys and girls

• Different intercept: girls do more culture than boys - regardless of their

mothers' cultural participation. 18
 INTERPRETATION MODEL 2 – MODERATION MODEL

• What is the effect of mothers' cultural participation? Does this differ for girls and boys?

• Now it has been modeled - via the interaction variable - that the effect of MCULC can
vary between boys and girls.

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 INTERPRETATION MODEL 2 – MODERATION MODEL

Does the effect of mother’s cultural participation differ for girls and boys?

• The interaction effect is significant: yes, for the population we can expect the effect of
mother’s cultural participation to differ for girls and boys.

• The interaction effect is significantly positive: the effect of maternal cultural

participation is stronger for girls (1) than for boys (0).

• In other words, differences between boys and girls increase with maternal cultural
participation. 20
 INTERPRETATION MODEL 2 – MODERATION MODEL

• To interpret the interaction, we convert the overall model into separate models for boys
and girls.

• The full model is:

CULPAR = 49.174 + 41.009 MCULC + 5.516 GENDER + 10.218 MCULC_GENDER

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 INTERPRETATION MODEL 2 – MODERATION MODEL

CULPAR = 49.174 + 41.009 MCULC + 5.516 GENDER + 10.218 MCULC * GENDER

The effect of MCULC for boys (fill in 0 for gender):

CULPAR = 49.174 + 41.009 MCULC + (5.516 * 0) + 10.218 (MCULC * 0)
= 49.174 + 41.009 MCULC The effect of
The effect of MCULC for girls (fill in 1 for gender): MCULC differs
between boys
CULPAR = 49.174 + 41.009 MCULC + (5.516 * 1) + 10.218 (MCULC * 1) and girls.
= 49.174 + 41.009 MCULC + 5.516 + 10.218 MCULC
= 59.392 + 51.227 MCULC

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INTERPRETATION MODEL 2 – MODERATION MODEL

• Unequal slope: effects of MCULC differences for boys and girls

• GENDER difference increases with MCULC

• Differential intercept: at MCULC = low, boys and girls are almost equal in
cultural participation, but this changes when MCULC is larger. 23
 INTERPRETATION MODEL 2 – MODERATION MODEL

Again the models for boys and girls:

Boys: CULPAR = 49.174 + 41.009 MCULC
Girls: CULPAR = 59.392 + 51.227 MCULC

Note in the regression table:

The main effect of MCULC = the effect of MCULC for boys
The main effect of MCULC + interaction = the effect of MCULC for girls

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 INTERPRETATION MODEL 2 – MODERATION MODEL

CULPAR = 49.174 + 41.009 MCULC + 5.516 GENDER + 10.218 MCULC_GENDER

Effect of GENDER for MCULC = -.52 (lowest score MCULC):

The effect of
CULPAR = 49.174 + 41.009 * -.52 + 5.516 GENDER + 10.218 * -.52 * GENDER
GENDER differs
CULPAR = 49.174 - 21.325 + 5.516 GENDER - 5.313 GENDER
- increases -
CULPAR = 27.849 + .203 GENDER between MCULC =
Effect of GENDER for MCULC = .48 (highest score MCULC): 0 and MCULC = 1.
CULPAR = 49.174 + 41.009 * .48 + 5.516 GENDER + 10.218 * .48 * GENDER
CULPAR = 49.174 + 19.684 + 5.516 GENDER + 4.905 GENDER
CULPAR = 68.858 + 10.421 GENDER
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 INTERPRETATION MODEL 2 – MODERATION MODEL

CULPAR = 49.174 + 41.009 MCULC + 5.516 GENDER + 10.218 MCULC_GENDER

Effect of GENDER for MCULC = 0 (mean score MCULC):

CULPAR = 49.174 + 41.009 * 0 + 5.516 GENDER + 10.218 * 0 * GENDER
CULPAR = 49.174 + 5.516 GENDER

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 INTERPRETATION MODEL 2 – MODERATION MODEL

MCULC = -.52: CULPAR = 27.849 + .203 GENDER

MCULC = .48: CULPAR = 68.858 + 10.421 GENDER
MCULC = 0: CULPAR = 49.174 + 5.516 GENDER

Note in the regression table:

• The main effect of GENDER = the effect of GENDER when MCULC = 0
• The interaction effect = the effect of GENDER when MCULC changes by 1 unit ->
10.421 - .203 = 10.218
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INTERACTION BETWEEN CONTINUOUS
VARIABLES

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 STEP 1: CAUSAL MODEL MODERATION – variables filled in

Regression model 1: total effect X -> Y

CULTURE
CULTURE PARTICIPATION
PARTICIPATION
MOTHER
CHILD

Regression model 2: Does the effect of X -> Y vary with age?

CULTURE
CULTURE PARTICIPATION
PARTICIPATION
MOTHER
CHILD

AGE
STEP 2A: PREPARATION 1: WHAT IS THE NULL CATEGORY OF THE
X VARIABLES?

• At AGE, there is no 0 category: 0 = boys

• We compute a new variable:
• compute AGE15 = AGE - 15.
• EXECUTE.
• AGE15 = 0 means 15 years old.
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STEP 2B: PREPARATION 2: EDIT VARIABLES TO GET MEANINGFUL
0 CATEGORY

Again, for mother’s cultural participation we use the centered scores:

compute MCULC = MCUL - .5187.
EXECÚTE.
– 0 means average cultural participation by mother

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STEP 2C: PREPARATION: COMPUTE INTERACTION VARIABLE

Compute a new variable as the product of the two variables :

In syntax:
COMPUTE MCULC_AGE15 = MCULC * AGE15.
EXEC. 32
STEP 3: REGRESSION ANALYSIS

• In 2 steps, via 'NEXT':

• Model 1 (no moderation): effects of the X variables MCULC and GENDER
• Model 2 (with moderation): addition of the interaction term
STEP 3: REGRESSION ANALYSIS 1 -> MODEL 1

• Model 1: CULPAR = 49.891 + 45.925 MCULC + 4.288 AGE15

INTERPRETATION MODEL 2

Different slopes
dependent of the
value of mculc !

It is an
interaction
model

CALCULATE THE SLOPE OF AGE15 FOR DIFFERENT VALUES OF MCULC IN MODEL 2

• Model 2: CULPAR = 49.914 + 48.214 MCULC + 4.312 AGE15 – 4.366 MCULC_AGE15
The effect of MCULC for AGE15 = 0 (at 15 years old)
Fill in 0 for AGE15 (leaving MCULC in place):
• Model 2: CULPAR = 49.914 + 48.214 MCULC + 4.312 * 0 – 4.366 MCULC * 0
= 49.914 + 48.214 MCULC
The effect of MCULC for AGE15 = 1 (at 16 years old)
Fill in 0 for AGE15 (leaving MCULC in place):
• Model 2: CULPAR = 49.914 + 48.214 MCULC + 4.312 * 1 – 4.366 MCULC * 1
= 49.914 + 48.214 MCULC + 4.312 AGE15 + 2.270 AGE15
= 54.226 + 50.484 AGE15
 INTERPRETATION MODEL 2

• Model 2: CULPAR = 49.914 + 48.214 MCULC + 4.312 AGE15 – 4.366 MCULC_AGE15

In an interaction model, the b (slope) of MCULC is the b (slope) of MCULC when AGE15 = 0
So for someone with AGE15 = 0 (at 15 year old) the slope of MCULC is 48.214

For each unit AGE15 (year older) the slope of MCULC changes with -4.366 per unit AGE15, so for
each year increase in age – the effect of MCULC decreases with age
INTERPRETATION MODEL 2
The effect of MCULC for different values of AGE15
A negative interaction:
the higher AGE15,
the smaller the slope of MCULC
(i.e., the less steep).

Mother's cultural participation has a positive effect ,

and is stronger for younger than for older students
INTERPRETATION MODEL 2

• Is the interaction significant? H0: bMCULC_AGE15 = 0 and H1: bMCULC_AGE15 ≠ 0

• Here the interaction is significant at an α of 5%.

• If the interaction is not significant, remove the interaction term(s) from the model
before testing the main effects H0: bMCULC = 0 and H0: bAGE15 = 0. So, back to model 1.

• In this model the ‘main effects’ of MCULC and AGE15 do not test the overall effects of
MCULC and AGE15, but the effect of MCULC at AGE15=0, and the effEct of AGE15 at
MCULC = 0.
INTERPRETATION MODEL 1

CALCULATE THE SLOPE OF AGE15 FOR DIFFERENT VALUES OF MCULC IN MODEL 1

• Model 2: CULPAR = 49.891 + 45.925 MCULC + 4.288 AGE15

The same slope

The effect of AGE15 for MCULC = -.52 (lowest MCULC) regardless of the
Fill in -.52 for MCULC (leaving AGE15 in place): value of mculc !
• Model 2: CULPAR = 49.891 + 45.925 * -.052 + 4.288 AGE15
Of course – it is not
= 49.891 - 23.881 + 4.288 AGE15 an interaction model
The effect of AGE15 for MCULC = .48 (highest MCULC)
Fill in .48 for MCULC (leaving AGE15 in place):
• Model 2: CULPAR = 49.891 + 45.925 * .048 + 4.288 AGE15
= 49.891 – 22.044 + 4.288 AGE15
 INTERPRETATION MODEL 2

• Model 2: CULPAR = 49.914 + 48.214 MCULC + 4.312 AGE15 – 4.366 MCULC_AGE15

In an interaction model, the b (slope) of AGE15 is the b (slope) of AGE15 when MCULC = 0
So for someone with MCULC = 0 the slope of AGE15 is 4.312

For each unit MCULC higher the slope of AGE15 changes with -4.366 per unit MCULC
INTERPRETATION MODEL 2
The effect of AGE15 for different values of MCULC
A negative interaction:
The higher MCULC,
the smaller the slope of lft
(i.e., the less steep).

Calculation for
Low = - 2 stddev
High = + 2 stddev

Age differences are larger for younger students

than for older students
FINALLY

We covered:

REGRESSION ANALYSIS WITH INTERACTION :

Between categorical and continuous variables
Between continuous variables
With categorical variables: NEXT WEEK

Literature:
These lecture slides (small piece in Field H11 - moderation)

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