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From |
John Antonakis <John.Antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: What is the effect of centering on marginal effects? |

Date |
Fri, 03 Aug 2012 04:59:26 +0200 |

Hi Kit:

Also see:

Best, J. __________________________________________ Prof. John Antonakis Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 02.08.2012 14:38, Christopher Baum wrote: > <> > On Aug 2, 2012, at 2:33 AM, Alessandro wrote: > >> Centered and uncentered models are algebraically equivalent (see >> Brambor et al, "Understanding Interaction Models: Improving Empirical >> Analyses" 2006). The only difference is that, in an uncentered model, >> the coefficient of b1 corresponds to the marginal effect of a one unit >> change in X when the conditioning variable Z is zero, while the >> corresponding coefficient on the centered model gives you the marginal >> effect of a change in X when Z is at its mean. >> >> This means that centering variables will not reduce multicollinearity >> on your model.

> estimates change, and become very imprecise with centering. > > sysuse auto, clear > qui reg price length weight c.length#c.weight > estat vif > margins, eyex(_all) > // center from SSC (Jann) > center price length weight > qui reg c_price c_length c_weight c.c_length#c.c_weight > estat vif > margins, eyex(_all) > > Kit > >

> > > * > * 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/

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