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Intercepts and slopes not matching after removing non-significant interaction

 
 
Reply Tue 10 Jul, 2018 11:49 am
I have time series data for males and females. I ran separate linear regressions (one for males, the other for females) and obtained the slopes and intercepts for both. I then ran a subsequent regression using sex, time, and sex*time and obtained the slopes and intercepts for each term. I noticed that these slopes and intercepts matched the output of the original / separate regressions. However, the interaction in this case was not significant, so it was removed and the regression was run once more. Is there a reason why the slopes and intercepts resulting from this analysis does NOT match those obtained from the original / separate regressions? Which regression output is actually "true" in this example? Thanks.
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Reply Tue 10 Jul, 2018 12:05 pm
@kevcogburn,
If you got two different slopes when you ran the separate linear regressions, then sex*time is significant. If you got the same slope, but with an offset between the curves, then sex is responsible for the offset and time is responsible for the slope and there is no interaction. If the slope with time is essentially zero, then time is not important, just sex and there is no interaction. If the two regressions are the same, then only time is important, sex is not and there is no interaction. One problem you might be running into is that time is likely the big player in all these regressions, so if you map against sex, time, and sex*time, if might look like time is a huge player and sex*time is not. Also, don't put a lot of emphasis on the regression intercept. Depending on your data set, the intercept could be a long range extrapolation and insignificant differences in your slopes can result in huge differences in the intercept.
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