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


From   lschoele@rumms.uni-mannheim.de
To   statalist@hsphsun2.harvard.edu, Ulrich Kohler <kohler@wzb.eu>
Subject   Re: AW: st: AW: beta coefficients for interaction terms
Date   Sat, 20 Jun 2009 14:51:12 +0200

Hi Statalist,

I have one more question regarding this theme.
Why do I have to standardize the dependent variable as well? If I standardize it, the constant won't be significant anymore. Without standardizing the constant is highly significant in my case.

Thank you
Lisa

Zitat von Ulrich Kohler <kohler@wzb.eu>:

I think Lisa refer the section on standardized regression cofficients of
that book, particularly to the second item on pg. 201 (English edition).
That item states that one should not use b*s_x/s_y to create
standardized regression coefficients in the presence of interaction
terms. Based on Aiken/West 1991 (28-48) it is recommended that one
should standardize all variables that are part of the interaction in
advance. Hence, instead of coding

. sysuse auto, clear
. gen ia = head*length
. reg mpg head length ia, beta

you should code

. 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

The estimated coefficients of the constituent effects then show how much
standard deviations the dependend variable change when the independent
variable changes by one standard deviation and the other variable of the
interaction term is at its mean.

Standardized regression coefficients are often used to find out which of
the independent variables have the "largest" effect. I must admit that I
often fail to understand why students want to know that. But leaving
that aside, if an effect is not constant over the range of another
variable (i.e. in the presence of an interaction term) the question of
which independent variable have the largest effect seems pointless.


Many regards
Uli


Am Donnerstag, den 16.04.2009, 14:47 +0200 schrieb Martin Weiss:
<>

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
>
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