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Confusion about interaction in GLM ((gamma) log (link))

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Hello,

I’m having a problem with contradictory results in GLM Output and post estimation Wald test concerning an interaction between a 4-level categorical and a dichotomous variable.
I’m using Stata 12.1 for Windows.

I ran a glm as follows:

Code:
glm v_totalG ib0.LOC##i.banPUBL pe_drink fredrink gmcperCap if gender==1, fam(gamma) link(log) vce (cluster COUNTRY) eform
My Output from this code is:



Array


In the output no single interaction term is significant. Even if I change the reference category, this remains the same.

However, for some reason, the post estimation Wald test says that the overall interaction effect is significant. Therefore, at least one parameter beeing tested is not equal to zero.

Is there any idea concerning a reason for this contradictory results?


Thank you in advance for your help!

Bettina

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