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Endogenous Interactionterms |
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Hello! I am running a multi-level model with main effects and interactions on the individual level. One of the main effects is not significant and becomes significant as soon as I include the relevant interaction term. However, I have the following warning: WARNING Data set contains cases with missing on x-variables. These cases were not included in the analysis. Number of cases with missing on x-variables: 9 To "get rid" of this warning, I have to endogenize the exogenous variables INCLUDING the two interaction terms by putting the variables in these brackets: [ ]. This results in the disappearance of the warning. However, neither the main effect nor the interaction effect is significant anymore. Am I making a mistake by endogenizing the interaction terms or is it really that the effect is not there? I figured 6 missing values that are not missing anymore should not make such a huge difference for the effect? Thank you! |
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Perhaps there are other exogenous variables that you didn't turn endog and therefore they are not correlated - turn all exog into endog and make sure they are correlated as exog should be. |
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