EDIT: In order to test the overall moderating effect of the moderate X
I've conducted a Wald Test like so:
library(estimatr)
library(lmtest)
m1 <- lm_robust(outcome ~ treatment / X - 1, data = data)
m2 <- lm_robust(outcome ~ treatment - 1, data = data)
waldtest(m1, m2)
Wald test
Model 1: outcome ~ treatment/X -
1
Model 2: outcome ~ treatment - 1
Res.Df Df Chisq Pr(>Chisq)
1 640
2 644 -4 18.9 0.00084 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
How do I interpret this? I assume this is evidence that of an overall moderating effect of X, but how do I interpret 18.9
?