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


From   [email protected]
To   [email protected]
Subject   Re: AW: AW: st: AW: beta coefficients for interaction terms
Date   Tue, 21 Apr 2009 18:10:01 +0200

I got different results first, but trying it again gave me the same results.
According to the book "Data analysis with stata" from Kohler and Kreuter, you are not supposed to use
reg mpg headroom length ia2, beta
you are supposed to use
reg smpg shead slength sia2
for interaction effects, but if I get the same beta coefficients, why is it wrong to use reg mpg headroom length ia2, beta? That confuses me a little.


Zitat von Martin Weiss <[email protected]>:

<>


How do you mean that? The example that Kit provided gives the same results?
Did you get something else for your special dataset?



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von
[email protected]
Gesendet: Dienstag, 21. April 2009 16:10
An: [email protected]
Betreff: re: AW: st: AW: beta coefficients for interaction terms

I tried it out and got different figures for the beta coefficient.
Thats why I asked that question.
It should give me the same figures, right?

Zitat von Christopher Baum <[email protected]>:

<>
Why don't you just try it out?

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
reg mpg headroom length ia2, beta

Kit Baum   |   Boston College Economics and 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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