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Re: st: comparing coefficients across models
From
David Hoaglin <[email protected]>
To
[email protected]
Subject
Re: st: comparing coefficients across models
Date
Thu, 2 Aug 2012 22:37:37 -0400
Thanks, Dalhia.
I'm confused about the variables in your model. Your list of
definitions doesn't include x1, and x3 appears twice.
David Hoaglin
On Thu, Aug 2, 2012 at 10:13 PM, Dalhia <[email protected]> wrote:
>
> David, thanks. the previous post on this issue, and James' summary of it has been really helpful.
>
> To answer your question, I tried centering the variables but it doesn't help with collinearity. The reason is that I have 3 network variables in the model. The interaction term multiplies one of these with another network derived measure.
>
> Here is how I ran the model (with interaction term):
>
> xtreg y x1 x2 x3 x3*group_dummy, fe robust
>
> where y is log of Tobin's q (a measure of firm performance)
> x2 is degree centrality (a network measure - continuous)
> x3 is business group dummy (codes whether or not a firm belongs to a cluster of firms)
> x3 is betweenness centrality (a network measure - continuous)
> group_dummy is whether or not the firm belongs to a particular component in the network.
>
> x2 and x3 are the most highly correlated (-0.73).
>
> Any thoughts are welcome. I really appreciate the help.
> Dalhia
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