I'm sure I'm missing something simple however I can't seem to figure
something out. Specifically, when generating a confidence interval plot
varying 2 variables (income and gender) to see their interaction impact on
Y, the dependent measure, the size of the confidence intervals vary over
levels of the independent variables (using a LS model). I was thinking that
when generating MC draws on Y using various specifications of the
independent variables, the variance of Y should not be affected. At least
this should be true in the LS model since the link function (which depends
on X values) does not effect the variability, only the mean value of Y.
Many thanks for any advice,
Joe Retzer
