I stupidly forgot to add the main effect foreign in this example. Once
I have done that, the test statistics remain unchanged by mean
centering. (Main lesson: I shouldn't do any consulting while finishing
my dissertation)
*--------- begin example ---------
sysuse auto, clear
gen wXf = weight*foreign
reg mpg weight wXf foreign
sum weight, meanonly
gen c_weight = weight - r(mean)
gen c_wXf = c_weight*foreign
reg mpg c_weight c_wXf foreign
*----------- end example ------------
--- Maarten buis <[email protected]> wrote:
> I received a question from a collegue that completely puzzled me. He
> has a regression model with an interaction effect. When he
> mean-centered his variables (and recreated the interaction effects)
> the
> test statistics (t-value and p-value) changes quite a bit. I did not
> expect this to happen as mean-centering is just a linear
> transformation. I recreated this behavior in the example below. Does
> anyone have an idea what is causing this?
>
> -- Maarten
>
> *-------- begin example ----------
> sysuse auto, clear
> gen wXf = weight*foreign
> reg mpg weight wXf
>
> sum weight, meanonly
> gen c_weight = weight - r(mean)
>
> gen c_wXf = c_weight*foreign
> reg mpg c_weight c_wXf
> *--------- end example -----------
> (For more on how to use examples I sent to the Statalist, see
> http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room N515
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
> *
> * 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/
>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
*
* 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/
