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RE: AW: st: AW: beta coefficients for interaction terms


From   "Loncar, Dejan" <[email protected]>
To   <[email protected]>
Subject   RE: AW: st: AW: beta coefficients for interaction terms
Date   Tue, 21 Apr 2009 16:35:57 +0200

I am wondering if it is possible to run regression: coefficients with
centered Interaction (product of centered main effect variables) and
uncentered main effects ?

> sysuse auto, clear
> egen shead = std(headroom)
> egen slength = std(length)
> egen smpg = std(mpg)
> gen ia2 = shead*slength
> reg mpg head length ia2

Thanks


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: 21 April 2009 16:10
To: [email protected]
Subject: re: AW: st: AW: beta coefficients for interaction terms

I tried it out and got different figures for the beta coefficient.  
Thats why I asked that question.
It should give me the same figures, right?

Zitat von Christopher Baum <[email protected]>:

> <>
> Why don't you just try it out?
>
> sysuse auto, clear
> egen shead = std(headroom)
> egen slength = std(length)
> egen smpg = std(mpg)
> gen ia2 = shead*slength
> egen sia2 = std(ia2)
> reg smpg shead slength sia2
> reg mpg headroom length ia2, beta
>
> Kit Baum   |   Boston College Economics and DIW Berlin   |
> http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming   |
> http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata   |
> http://www.stata-press.com/books/imeus.html
>
> *
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*   http://www.ats.ucla.edu/stat/stata/



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