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Re: st: re: beta coefficients for interaction terms


From   lschoele@rumms.uni-mannheim.de
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: re: beta coefficients for interaction terms
Date   Sun, 21 Jun 2009 17:33:12 +0200

I am sorry, but I am getting kind of confused here. I am not a pro in running regressions with interaction terms, I am sorry that I have to ask so many questions.

To get the beta coefficients I have to run the regression

.reg smpg shead slength sia2


If I run the regression

.reg mpg shead slength sia2

I get the coefficients, that are not standardized?

Am I right?

Best,
Lisa


Zitat von Kit Baum <baum@bc.edu>:

<>
Martin said

" so it is not telling you anything for which you need to estimate the
regression to find out."

So the point estimate is equal to ouput of other commands, bout how
about
the CI?



The unconditional CI is larger:

. means mpg

     Variable |    Type        Obs        Mean       [95% Conf.
Interval]
-------------+----------------------------------------------------------
          mpg | Arithmetic      74     21.2973         19.9569
22.63769
              |  Geometric      74    20.58444        19.38034
21.86335
              |   Harmonic      74    19.92318        18.81185
21.17405
------------------------------------------------------------------------

because the standardized regressors that are added to the model are
indeed correlated with mpg:

        _cons |    21.2973   .4121741    51.67   0.000     20.47524
22.11935

but as you can see that doesn't make much difference in testing any
meaningful hypothesis about the mean of mpg.



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



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