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From |
Shehzad Ali <sia500@york.ac.uk> |

To |
jose.de-sousa@univ-paris1.fr |

Subject |
Re: st: interpretation of interaction terms |

Date |
16 Dec 2008 11:09:49 +0000 |

Thank you, Jose. This is very helpful. Shehzad On Dec 16 2008, Jose de Sousa wrote:

Wooldridge Introductory Econometrics Sorry for the misspelling. Best JoseThanks, Rene and Dave. Semi-elasticity explanation makes good sense. Please feel free to share any references if you get a chance. Thanks for your help. Shehzad On Dec 15 2008, René Geppert wrote:In an all linear specification, regression coefficients are usuallyinterpreted as marginal effects.Accordingly, in a log-log-specification, regression coefficientscan be thought of elasticities.And for a lin-log-model, hence, the coefficient represent somethinglike semi-elasticities.-René David Airey schrieb:Yes, but I think the basic understanding or interpretation ofregression coefficients for continuous or binary variables is notaltered when a variable has been log transformed. It is true thatinteractions can be present or absent depending on whether or nota variable has been transformed, because interactions are scaledependent.-Dave On Dec 14, 2008, at 7:31 PM, Shehzad Ali wrote:Hi, Could someone please help me interpret the following:1. Coefficient on an interaction term for a dummy andlog-transformed variable in an OLS model when the dependentvariable is in natural units or is also log-transformed2. Coefficient on an interaction term for an untransformedcontinuous and log-transformed variable in an OLS model when thedependent variable is in natural units or is also log-transformed3. Coefficient on an interaction term between a dummy andlog-transformed variable in a probit regressionThank you, Shehzad * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ -- Ce message a ete verifie par MailScanner pour des virus ou des polluriels et rien de suspect n'a ete trouve.

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**References**:**st: interpretation of interaction terms***From:*Shehzad Ali <sia500@york.ac.uk>

**Re: st: interpretation of interaction terms***From:*David Airey <david.airey@Vanderbilt.Edu>

**Re: st: interpretation of interaction terms***From:*René Geppert <geppert.rene@googlemail.com>

**Re: st: interpretation of interaction terms***From:*Shehzad Ali <sia500@york.ac.uk>

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