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From |
Ulrich Kohler <kohler@wzb.eu> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 27 Apr 2009 11:13:14 +0200 |

I wasn't in my office the last couple of days so I could not commend on this. As originator of the confusion let me add that the term -ia2- in Kit Baum's solution is formed by the standardized (and therefore centered) constituent variables -shead- and -slength-. You would not have gotten the same solution if you had used the raw values of the constituent variables for forming the interaction term, i.e. . sysuse auto, clear . gen ia1 = mpg*length . reg mpg headroom length ia1, beta is not equal to . egen shead = std(headroom) . egen slength = std(length) . gen ia2 = shead*slength . reg mpg headroom length ia2, beta But the latter is equal to . egen smpg = std(mpg) . egen sia2 = std(ia2) . reg smpg sheadroom slength sia2, beta (In this last command you will see that the estimated coefficients and the standardized coefficients are the same) Uli Am Dienstag, den 21.04.2009, 18:10 +0200 schrieb lschoele@rumms.uni-mannheim.de: > I got different results first, but trying it again gave me the same results. > According to the book "Data analysis with stata" from Kohler and > Kreuter, you are not supposed to use > reg mpg headroom length ia2, beta > you are supposed to use > reg smpg shead slength sia2 > for interaction effects, but if I get the same beta coefficients, why > is it wrong to use reg mpg headroom length ia2, beta? That confuses me > a little. > > > Zitat von Martin Weiss <martin.weiss1@gmx.de>: > > > <> > > > > > > How do you mean that? The example that Kit provided gives the same results? > > Did you get something else for your special dataset? > > > > > > > > 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: Dienstag, 21. April 2009 16:10 > > An: statalist@hsphsun2.harvard.edu > > Betreff: 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 <baum@bc.edu>: > > > >> <> > >> 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 > >> > >> * > >> * 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/ -- kohler@wzb.eu 030 25491-361 * * 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/

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

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