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Re: st: RE: storing beta coefficients for interactions in estout


From   Joerg Luedicke <joerg.luedicke@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: storing beta coefficients for interactions in estout
Date   Thu, 10 Oct 2013 14:53:50 -0400

Remember that these -beta-s  reflect coefficients that are
standardized with respect to the outcome (y) _and_ predictor variable
(x) and are calculated as beta = b*SD(x) / SD(y). For example:

sysuse auto, clear
reg price i.foreign, b
sum price foreign
di _b[1.foreign] * .4601885 / 2949.496

Now, the problem seems to be fairly obvious: since -foreign- is a
binary variable, what would a standard deviation increase even mean?
In case of categorical predictors it would make more sense to
standardize coefficients with respect to y only. In case of
interaction effects, a similar problem arises with continuous
predictors as well since you standardize with respect to the
interaction term itself, which is not very meaningful either. (See the
discussion here, for example:
http://www.stata.com/statalist/archive/2013-01/msg00605.html). In
short, I would suggest avoiding this type of standardization
altogether in case of categorical variables and/or interaction
effects. That might solve the problems with -estout-, too...  :)

Joerg




On Thu, Oct 10, 2013 at 1:11 PM, Joe Canner <jcanner1@jhmi.edu> wrote:
> Laura,
>
> I'm surprised you got that far.  When I run -eststo- on a regression with interactions it tells me "interactions not allowed".  This may be why you are not getting the interaction betas.  (-estadd- and -estout- continue to run regardless of the error.)
>
> Although the -estout- documentation doesn't seem to explicitly cover this exception, the example they use shows how to get interaction terms by multiplying the factors, something which wouldn't be necessary if it supported interactions already.
>
> Regards,
> Joe Canner
> Johns Hopkins University School of Medicine
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Laura Gibson
> Sent: Thursday, October 10, 2013 12:28 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: storing beta coefficients for interactions in estout
>
> Hello,
>
> I'm enjoying using the estout package to automatically print my estimates to files - and have quickly begun to rely on the speed with which output can be transferred to Excel. I discovered today that although betas for interactions specified by ## will print in the results window, I cannot seem to find where that estimate is saved in order to add it to my stored estimate for later printing.
>
> So this works for getting the betas for the interactions:
>
> reg dv i.iv1##i.iv2, beta
>
> But if I store the estimates and estadd beta:
>
> eststo: reg dv i.iv1##i.iv2
> estadd beta
> estout, cells(beta)
>
> Only the betas for the main effects (not the interactions) are stored, and thus printed.
>
> Any ideas how to access the stored beta coefficients for the interaction?
>
> Thanks so much,
> -Laura
>
> ----------------------------
> Laura Gibson, PhD
> University of Pennsylvania
>
>
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