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Date:   Tue, 6 Dec 2005 10:59:57 -0800
Reply-To:   David L Cassell <davidlcassell@MSN.COM>
Sender:   "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:   David L Cassell <davidlcassell@MSN.COM>
Subject:   Re: PROC LOGISTIC: Odds ratios with interactions
In-Reply-To:   <200512061330.jB6Bk3HF020379@mailgw.cc.uga.edu>
Content-Type:   text/plain; format=flowed

Jay replied (to my comment): >Well it depends on the size of the effect doesn't it?

Yes. I should have been clearer. If the interactions are minute but statistically significant, then their effect on the main effects may be so small that odds ratios of A computed at each level of B could be essentially identical.

> In a large >dataset even a tiny interaction can be statistically significant, in >which case interpretation of main effects might still make good sense.

Yes. Unfortunately, with large enough data sets, one can get *everything* to be statistically significant. Even when the paramter estimates are so small that they have no scientific or business-case meaning.

>I've recently completed logistic regression analyses of tens of >thousands of medical records in which virtually every minuscule 3- & >4-way interaction was significant at the .001 level.

Ugh. You have my deepest sympathies. :-) :-)

David -- David L. Cassell mathematical statistician Design Pathways 3115 NW Norwood Pl. Corvallis OR 97330

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