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AW: st: re: beta coefficients for interaction terms


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: re: beta coefficients for interaction terms
Date   Sun, 21 Jun 2009 17:37:22 +0200

<> 

Well, this thread has produced three options for you to choose from, and you
have heard all the pros and cons. Just to summarize:


*************
sysuse auto, clear

/*first option */ 
qui gen ia2 = head*length
reg mpg head length ia2, beta

/*second option */ 
qui{
	egen shead = std(headroom)
	egen slength = std(length)
	egen smpg = std(mpg)
	replace ia2 = shead*slength
	egen sia2 = std(ia2)
}

reg smpg shead slength sia2


/*third option */ 
reg mpg shead slength sia2
*************



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: Sonntag, 21. Juni 2009 17:33
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: re: beta coefficients for interaction terms

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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