= Principle of marginality
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= Regression model hierarchy
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A hierarchical <statistical model> that contains an <interaction term> retains its associated lower-order effects. For two <categorical predictors> this means keeping both main effects when keeping their interaction. A nonsignificant averaged main effect may coexist with large opposite effects in different groups. Dropping its lower-order term while retaining the interaction can make the model depend on arbitrary factor coding.
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