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AW: st: AW: beta coefficients for interaction terms


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: beta coefficients for interaction terms
Date   Thu, 16 Apr 2009 14:47:05 +0200

<> 

Your -gen- statement computes the interaction, but Stata would treat this
new variable as a covariate in its own right, w/o any connection to other
covariates. A similar issue arises with quadratic terms of a covariate
(http://www.stata.com/statalist/archive/2008-08/msg00307.html).


The book you mentioned has a subsection on the topic on pages 222-226, and
the English version seems to be a straightforward translation of it, AFAIK
(http://www.stata-press.com/books/daus2.html, page 222). I cannot find the
stuff on the beta coefficient there, though. They do say that you should
check for missings with -rowmiss- and that you should subtract the mean from
the variables before standardization. The latter is easily accomplished via

*****
sysuse auto, clear

*enter your vars to be standardized here
local stdvars "price weight trunk turn"

foreach var of local stdvars{
summ `var', mean
gen std`var'=`var'-r(mean)
}
*****

-egen, std()- would divide by the standard deviation in addition to my
code...

HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
lschoele@rumms.uni-mannheim.de
Gesendet: Donnerstag, 16. April 2009 14:07
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: beta coefficients for interaction terms

How do I tell stata, that it is an inetraction term?
Here is what I did:
gen appearance_attention=apperance*attention

Is that telling stata, that the new variable is an interaction term?

I am referring to the book "Datenanalyse mit Stata" by Kohler, Kreuter

"Note that you can effect the standardization yourself via - egen,  
std()-" What standardization do you mean? The z-standardization or the  
"normal" standardization for the beta coefficients, that I need for  
the interpretation?

Best Lisa


Zitat von Martin Weiss <martin.weiss1@gmx.de>:

> <>
>
> Well, did you tell Stata in any way that a specific variable is an
> "interaction term"? If not, Stata probably treats it as just another
> covariate in your regression.
>
> BTW, which book are you referring to?
>
> Note that you can effect the standardization yourself via - egen, std()-
>
>
> HTH
> Martin
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
> lschoele@rumms.uni-mannheim.de
> Gesendet: Donnerstag, 16. April 2009 12:35
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: beta coefficients for interaction terms
>
> Hi Statalist,
>
> I am working on a regression model with interactions between some
> variables. I read in a book, that I can't use the "normal"
> standardized beta coefficients for the interaction terms. They said
> that the interpretation of the beta coefficients is not possible until
> you z-standardise the interaction variables before you do the
> regression.
>
> Does anyone know, if stata does the z-standardization for the
> interaction variables automatically, so I can use the normal
> standardized beta coefficients (shown in the stata output) for the
> interpretation?
> I am using the 9.1 version of stata.
>
> I hope someone can help me.
>
> Best Lisa
>
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