Variables that I have:
randomization (categorical): control / low / high sesdummy (categorical): low / high fairness (continuous)
I wanted to see if there was an interaction effect between two categorical variables on fairness, and ran ANOVA and regression in Stata respectively. Here are the outputs that I got.
*regress* fairness i.randomization##ib2.sesdummy Regression, coefficient and P value randomization low -0.174 0.089* high -0.011 0.915 sesdummy low -0.428 0.109 randomization# sesdummy low#low 0.310 0.043** high#low 0.205 0.177 *anova* fairness i.randomization##i.sesdummy ANOVA, F test result randomization 0.2876 sesdummy 0.0000 randomization# 0.1220 sesdummy
As you can see, the interaction term is not significant in ANOVA but low#low interaction dummy is indeed significant in Regression. To my knowledge, this does not make sense. Could anyone help me out with this?