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


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   re: AW: st: AW: beta coefficients for interaction terms
Date   Wed, 22 Apr 2009 08:26:50 -0400

<>
Obviously you did not run my code as written:

. reg smpg shead slength sia2

Source | SS df MS Number of obs = 74 -------------+------------------------------ F( 3, 70) = 41.45 Model | 46.7088988 3 15.5696329 Prob > F = 0.0000 Residual | 26.2911008 70 .375587154 R-squared = 0.6398 -------------+------------------------------ Adj R-squared = 0.6244 Total | 72.9999996 73 .999999994 Root MSE = .61285

------------------------------------------------------------------------------
smpg | Coef. Std. Err. t P>|t| [95% Conf. Interval] ------------- +---------------------------------------------------------------- shead | -.0222636 .0852974 -0.26 0.795 -. 1923839 .1478566 slength | -.7948497 .0837613 -9.49 0.000 -.9619065 -.627793 sia2 | .0832287 .0736453 1.13 0.262 -. 0636523 .2301096 _cons | -6.66e-09 .0712426 -0.00 1.000 -. 1420888 .1420888
------------------------------------------------------------------------------

. reg mpg headroom length ia2, beta

Source | SS df MS Number of obs = 74 -------------+------------------------------ F( 3, 70) = 41.45 Model | 1563.44248 3 521.147492 Prob > F = 0.0000 Residual | 880.016983 70 12.5716712 R-squared = 0.6398 -------------+------------------------------ Adj R-squared = 0.6244 Total | 2443.45946 73 33.4720474 Root MSE = 3.5457

------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>| t| Beta ------------- +---------------------------------------------------------------- headroom | -.1522544 .583323 -0.26 0.795 -.0222636 length | -.2065272 .0217639 -9.49 0.000 -.7948497 ia2 | .6077389 .5377608 1.13 0.262 .0832287 _cons | 60.25667 3.550618 16.97 0.000 .
------------------------------------------------------------------------------

In this output the slopes in the model using standardized variables are identical to the respective beta coefficients on the original variables.


Kit Baum   |   Boston College Economics & 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



On Apr 22, 2009, at 02:33 , statalist-digest wrote:

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?

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