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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Interacting the main regressor with age in cnreg |

Date |
Mon, 20 Dec 2010 12:05:57 +0000 (GMT) |

--- On Sat, 18/12/10, Jen Zhen wrote: > I have run the following estimation, where "age" is > centered around the sample mean of "Age", and "Age" is what > it suggests it is: > cnreg outcome X age age2 age3 year_*, censored(cens) > > Now I wanted to see whether the marginal effect of "X" > varies by "Age" or, for that matter, by "age". Hence, on top > of controlling for age, age^2 and age^3, I decided to > include also interactions of the latter three variables with > "X": > cnreg outcome X X_age X_age2 X_age3 age age2 age3 year_*, > censored(cens) > > I would have expected the coefficient on "X" to be the same > as in the first equation, seeing that at the sample mean "age", > "age2" and "age3" and hence also the three interactions of "X" > with these should be zero anyway. Nonetheless the coefficient > which I now get for X is way larger, and hence the predicted > marginal effect of X is very different from what I had obtained > previously. The effect of X means something different in both regression, in the first model is the effect of X assuming it is constant over age, while for the latter model it is the effect X for someone of average age, assuming the effect X can change non-linearly over age. So there is no reason why the two should be the same. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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**:**st: Interacting the main regressor with age in cnreg***From:*Jen Zhen <jenzhen99@gmail.com>

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