Is centering strongly recommended when adding interaction terms?
Yes yes.
Me too, unfortunately! But I will never add an interaction to a model again before I center at least the involved continuous or ordinal variables. It is remotely possible that non-centered variables do not correlate strongly with their interactions, but most of the time some major multicollinearity happens when one does not center the variables and models the variables together with their interaction(s).
As I understand it centering changes the definition of the intercept which is obviously important if you work with categorical variables (as I normally do).
It can also cause other disturbances (like the one I am struggling with) and this is one of the many reasons I am a 'multicollinearity hater'

, but it is a very good way to make sure the added interactions are not sources of multicollinearity.
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It sounds to me that it would be simpler to run a VIF or tolerance test and if they don't show MC not to worry about centering.
That sounds quite fine to me, but the problem is
most of the time, when you add some interactions to the model, the VIF indicates that there is multicollinearity here. So you need to either remove some variables (from main variables or interactions) or center your main variables.
Here is a different question on interaction. Say you have the following
Y=B0 +B1X1 + B2X2 +B3X3 + B4X1X2...
And this was the correct model, that is variable 3 was not involved in an interaction. When you analyze the effects of B1 at specific levels of B2 (simple effects) do you still have to analyze it at specific levels of B3 -as with a three way interaction or not?
I don't think so, but I ran across a reference that made me think you might.
You mean would I prefer entering three- or four-way interactions into the model as well?
Well I would if 1) the LRT showed me the model has become more accurately predictive 2) It did not cause my currently significant variables go non-significant (once the number of variables and interactions get too high, the model itself becomes excellent but many predictors become non-significant, so I prefer a less accurate model with a couple of significant predictors) and 3) if I could easily understand or interpret them. The two-way interactions seem quite disturbing most of the time, let alone three- or four-way interactions. In my field even a multivariate analysis (without or with a few two-sided interactions) can be disturbing for clinicians and reviewers and editors (I had this experience last week), so I would avoid higher-level interactions even if they favored my model, for practical limitations.
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No I mean if you are doing a two way interaction simple effect (you don't believe there
are three or more level interactions) do you still need to analyze this at a specific level of the other IV as you would if there is three way interaction. That makes no sense to me to do, but I ran into an article that said you did.
I don't worry about three or more level interactions. For one thing others have found them to be rare and even if they exist I doubt I could explain them. Its difficult enough to explain two way interaction. Three way interaction makes my head hurt
Aha I think you mean like this
article. Actually I would never do it because it is way beyond me and my audience! (not because it is not a good thing)
