Detection of interactions between a dichotomous moderator and a continuous predictor in moderated multiple regression with heterogeneous error variance |
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Authors: | Gwowen Shieh |
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Institution: | (1) Department of Management Science, National Chiao Tung University, 30050 Hsinchu, Taiwan |
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Abstract: | Moderated multiple regression (MMR) has been widely used to investigate the interaction or moderating effects of a categorical
moderator across a variety of subdisciplines in the behavioral and social sciences. In view of the frequent violation of the
homogeneity of error variance assumption in MMR applications, the weighted least squares (WLS) approach has been proposed
as one of the alternatives to the ordinary least squares method for the detection of the interaction effect between a dichotomous
moderator and a continuous predictor. Although the existing result is informative in assuring the statistical accuracy and
computational ease of the WLS-based method, no explicit algebraic formulation and underlying distributional details are available.
This article aims to delineate the fundamental properties of the WLS test in connection with the well-known Welch procedure
for regression slope homogeneity under error variance heterogeneity. With elaborately systematic derivation and analytic assessment,
it is shown that the notion of WLS is implicitly embedded in the Welch approach. More importantly, extensive simulation study
is conducted to demonstrate the conditions in which the Welch test will substantially outperform the WLS method; they may
yield different conclusions. Welch’s solution to the Behrens-Fisher problem is so entrenched that the use of its direct extension
within the linear regression framework can arguably be recommended. In order to facilitate the application of Welch’s procedure,
the SAS and R computing algorithms are presented. The study contributes to the understanding of methodological variants for
detecting the effect of a dichotomous moderator in the context of moderated multiple regression. Supplemental materials for
this article may be downloaded from brm.psychonomic-journals.org/content/supplemental. |
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