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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: AW: st: AW: beta coefficients for interaction terms |

Date |
Tue, 21 Apr 2009 14:49:30 +0000 (GMT) |

--- On Tue, 21/4/09, lschoele@rumms.uni-mannheim.de wrote: > Without having iteraction terms, as far as I know you have > to coed -regress, beta- to get the standardised beta > coefficients, so you can tell which variable has the > biggest effect. With interactions you have to very precise about what you exactly want. The whole point of an interaction is that the effect of a variable is allowed to change when another variable changes. So the question which variable has the bigger effect now has multiple answers. The way forward is to go back to your substantive problem and try to figure out what it is exactly what you want to know, and derive your interaction term and standardizations from that. One way that could make sense is to present the difference between standardized effects for different values of both variables in a graph like in the example below: *------------------------ begin example ------------------- sysuse auto, clear local vlist "price mpg rep78" foreach var of varlist `vlist' { sum `var' qui gen double z_`var' = (`var' - r(mean))/r(sd) } gen z_mpgXz_rep78 = z_mpg*z_rep78 reg z_price z_mpg z_rep78 z_mpgXz_rep78 gen effdif0 = _b[z_mpg] + _b[z_mpgXz_rep78]* z_mpg - /// (_b[z_rep78]) gen effdif_2 = _b[z_mpg] + _b[z_mpgXz_rep78]* z_mpg - /// (_b[z_rep78] + _b[z_mpgXz_rep78]*-2) gen effdif2 = _b[z_mpg] + _b[z_mpgXz_rep78]* z_mpg - /// (_b[z_rep78] + _b[z_mpgXz_rep78]*2) twoway line effdif_2 effdif0 effdif2 mpg, sort /// ytitle("difference in standardized effects" /// "of mileage and repair status") /// legend(order(1 "z_rep78 = -2" /// 2 "z_rep78 = 0" /// 3 "z_rep78 = 2")) /// yline(0) *------------------- end example -------------------------- Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany 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/

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

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

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