Re: st: Including interaction term when using hireg

[Richard Williams <richardwilliams.ndu@gmail.com>]

You can use hireg (Paul Bern's user-written command) but since you 
have Stata 12 you might as well use the built-in command -nestreg-, 
which was inspired by hireg.

nestreg and hireg are one way of doing this -- for other approaches, 
including approaches that let you use factor variables, see

http://www3.nd.edu/~rwilliam/xsoc63993/l51.pdf

At 02:17 PM 3/20/2014, Katherine Picho wrote:
> I have a regression model that I'd like to perform hierarchical
> regression on where model 1 & 2 adds IVs, and model 3 adds the
> interaction between independent variables in the 2nd model. The
> interaction would be between a dichotomous variable and a continuous
> one. I am using stata 12
>
> my model is as follows:
>
> model 1: y= bo + b1x1 +b2x2
> model 2: y = b0 + b1x +b2x + b3X3 +b4X4
> model 3: (adds the interaction terrn )==> y = b0 + b1x +b2x + b3X +b4X
> +b5 (x4*x5)
>
> since hireg command wont allow interactions terms specified directly
> (ie i.x3##x4)-- what I did was generate the interaction variable  in
> stata using the gen command
>
> gen x5 = i.x3*x4
>
> and then include that in the hireg command as follows
>
> hireg y (x1 x2) (x3 x4) (x5)
>
> I'd like to know if I'm on the right track or completely off base with
> respect to how I handled this. Any feedback would be greatly
> appreciated. thanks!
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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