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Re: st: Obtaining beta coefficient for an interaction term
I think this question is ill-formed or incomplete. There are various
methods of "standardizing" coefficients, and you can
to see several in Stata.
But if you want to "standardize" a linear combination of coefficients
(not an interaction term, to be sure, but also not bX + CX^2, I am
guessing), you will need to add some specificity.
Let us suppose you want to "standardize" the marginal effect of X, given by
b + 2cX
(the partial of your bX + CX^2) in some model. Do you mean to divide
that combination by the estimated standard deviation of X to interpret
the marginal effect in standard deviation units? At what value of X?
Hard to see exactly what you actually want here, but it may be
sysuse auto, clear
reg pr mpg*
su mpg if e(sample)
On 3/1/07, emmmasa <firstname.lastname@example.org> wrote:
Could anyone advise how to derive the overall beta
(standardized) coefficient for an interaction term
(e.g., bX + CX^2) for a standard OLS regression?
Thanks very much.
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