Confidence intervals for distinguishing ordinal and disordinal interactions in multiple regression

Abstract

Distinguishing between ordinal and disordinal interaction in multiple regression is useful in testing many interesting theoretical hypotheses. Because the distinction is made based on the location of a crossover point of 2 simple regression lines, confidence intervals of the crossover point can be used to distinguish ordinal and disordinal interactions. This study examined 2 factors that need to be considered in constructing confidence intervals of the crossover point: (a) the assumption about the sampling distribution of the crossover point, and (b) the possibility of abnormally wide confidence intervals for the crossover point. A Monte Carlo simulation study was conducted to compare 6 different methods for constructing confidence intervals of the crossover point in terms of the coverage rate, the proportion of true values that fall to the left or right of the confidence intervals, and the average width of the confidence intervals. The methods include the reparameterization, delta, Fieller, basic bootstrap, percentile bootstrap, and bias-corrected accelerated bootstrap methods. The results of our Monte Carlo simulation study suggest that statistical inference using confidence intervals to distinguish ordinal and disordinal interaction requires sample sizes more than 500 to be able to provide sufficiently narrow confidence intervals to identify the location of the crossover point.