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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 > > > > * > * 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/

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

**References**:**st: re: beta coefficients for interaction terms***From:*Kit Baum <baum@bc.edu>

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

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