[R] Comparing models in multiple regression and hierarchical linear regression

[Andrew Robinson]

Good point, Hadley.

But for the purpose of discussion, then, what would you think about
5-way interactions?  Or ten-way interactions?  Surely one has to draw
the line somewhere.  

I suppose that a generalization of my summary of that position would
be: ask yourself if you can interpret a term, whether that be by
looking at a table, or a graphic.   If not, then ask yourself why
you're considering it in the model.

Cheers,

Andrew

On Wed, Nov 08, 2006 at 06:26:29PM -0600, hadley wickham wrote:
> >On the other hand, at least one _other_ authoritative statistician I
> >know claims that he will never bother to test a term that he can't
> >interpret - he usually draws the line at three-way interactions.  So,
> >opinions are divided among the authorities.
> 
> This leaves you very vulnerable to your ability to interpet
> interactions.  Looking at a table of numbers is generally a useless
> way of trying to understand what's going on - while a graphic can make
> it very clear.  I've had situations where 3 and 4 way interactions
> were perfectly interpretable (and of interest to the investigator)
> when presented with the right graphic.
> 
> Hadley

-- 
Andrew Robinson  
Department of Mathematics and Statistics            Tel: +61-3-8344-9763
University of Melbourne, VIC 3010 Australia         Fax: +61-3-8344-4599
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