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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 > > * > * 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/

**Follow-Ups**:**Re: AW: st: AW: beta coefficients for interaction terms***From:*Ulrich Kohler <kohler@wzb.eu>

**References**:**st: beta coefficients for interaction terms***From:*lschoele@rumms.uni-mannheim.de

**st: AW: beta coefficients for interaction terms***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**Re: st: AW: beta coefficients for interaction terms***From:*lschoele@rumms.uni-mannheim.de

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