I have quick look but I do not seem to find the answer to the following question. Basically, I get the following output when I run lm():
Call:
lm(formula = y ~ as.factor(x1) * x2, data = data)
Residuals:
Min 1Q Median 3Q Max
-13.7237 -3.4391 0.8872 3.7576 8.3555
Coefficients:
Estimate Std. Error t value Pr(>|t|
(Intercept) 8.448e+01 1.646e+00 51.318 <2e-16 ***
as.factor(x1)2 5.273e-01 2.967e+00 0.178 0.8597
as.factor(x1)3 2.442e+00 2.542e+00 0.961 0.3416
x2 -3.259e-05 8.820e-05 -0.369 0.7134
as.factor(x1)2:x2 -2.641e-04 2.636e-04 -1.002 0.3215
as.factor(x1)3:x2 -2.728e-04 1.314e-04 -2.076 0.0434 *
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 5.809 on 47 degrees of freedom
(2 observations deleted due to missingness)
Multiple R-squared: 0.207, Adjusted R-squared: 0.1227
F-statistic: 2.454 on 5 and 47 DF, p-value: 0.04683
The question is what is the interpretation of regression coefficients? More specifically what do the estimates of interaction mean? For example, is -2.728e-04 the interaction term or the effect of x2 on (x1)3?
Thank you very much in advance!