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Table 2 Results of the simulation study

From: Spurious interaction as a result of categorization

  Normal Uniform Chi-square
80th percentile
ρ = 0.7 β1 = 1,  β2 = 0
\( {\widehat{\overset{\sim }{\beta}}}_1 \) 1.65 (0.16) 0.50 (0.05) 3.35 (0.35)
\( {\widehat{\overset{\sim }{\beta}}}_2 \) 0.70 (0.18) 0.24 (0.05) 0.99 (0.35)
\( {\widehat{\overset{\sim }{\beta}}}_3 \) −0.40 (0.26) − 0.20 (0.08) 0.29 (0.55)
80th percentile
ρ = 0.7
βi = 2, i = 1, 2
\( {\widehat{\overset{\sim }{\beta}}}_1 \) 4.72 (0.17) 1.48 (0.05) 8.69 (0.36)
\( {\widehat{\overset{\sim }{\beta}}}_2 \) 4.72 (0.18) 1.48 (0.05) 8.68 (0.37)
\( {\widehat{\overset{\sim }{\beta}}}_3 \) −1.63 (0.27) − 0.79 (0.08) 1.16 (0.61)
  1. The table gives estimated regression coefficients with corresponding empirical standard errors in parentheses