Dear,
I performed a regression model consisting of 9 terms (main effects and interactions). The 4 variables used in this model are categorical variables which all have 2 levels. Since, I am a SAS user I prefer the Indicator function parameterization over the parameterization of JMP. However, I noticed some discrepancy between the p-values of the parameter estimates table and the Indicator function parameterization. For 1 interaction in the model, the parameter estimates table provide a p-value of 0.0046 and the Indicator Function Parameterization gives a p-value of 0.5173. This is the only term that changes from being significant to non-significant when changing the parameterization. Not sure if this is helpful information, but the standar errors in the parameter esitmates table are the same for all model terms. Could someone please explain me what could be the reason behind this?
Thanks in advance.