Re: st: linear spline and interaction

["stata_user stata_user" <stata_dofile@hotmail.co.uk>]

Thanks Marteen,

I was expecting a increase relationship between z and y,  for both 
categories of the dummy variables, I did not correctly interpret my  
outputs, now by looking carefully to the outputs and producing the plot, I 
understood how to interpret my outputs

mkspline   Z1  a  Z2 =Z
xi: reg Y  i.D*Z1  i.D*Z2


Y	              Coef.

Dummy	               -1,80
Z1               	0,07
Z1*Dummy	               0,02
Dummy	(dropped)
Z2	                0,33
Z2*Dummy  	-0,07
_cons	                1,43

the parameter of Z1 is the change in Y for dummy =0  for Z < a (cut point)
the parameter of Z2 is the change in Y for dummy =0  for Z >= a (cut point)

the combination Z2+Z2*Dummy is for Dummu=1

Sami


> From: Maarten buis <maartenbuis@yahoo.co.uk>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: linear spline and interaction
> Date: Fri, 22 Sep 2006 21:20:02 +0100 (BST)
>
> --- stata_user stata_user <stata_dofile@hotmail.co.uk> wrote:
> <snip>
> > The first line creates a linear spline at the value 'a' of the
> > variable z
> <snip>
> > My question , how I can include an interaction term with a dummy
> > variable d?  the code
> >
> > xi: reg y  i.d*z1   i.d*z2
> >
> > does not give me the expected result
>
> "Does not give me the expected result" is not very informative. Your
> code makes sense to me. So I cannot tell you why the results don't
> match your expectations.
>
> Things are often more clear when using a real example with real data.
> The example below reproduces your code but now for a dataset we all
> have access to, so we can all see the results and see if they are as
> expected. Can you tell us what in this example is not as you expected
> or if this is as expectd, what in this example is different from your
> data?
>
> HTH,
> Maarten
>
> *------------- begin example ---------
> sysuse auto, clear
> mkspline mpg1 21 mpg2=mpg, marginal
> reg price mpg1 mpg2
> xi: reg price i.foreign*mpg1 i.foreign*mpg2
> predict yhat
> twoway line yhat mpg if foreign == 0, sort || /*
>    */  line yhat mpg if foreign == 1, sort || /*
>    */  scatter price mpg if foreign == 0 || /*
>    */  scatter price mpg if foreign == 1,  /*
>    */  legend(label(1 "domestic") label(2 "foreign") /*
>    */         label(3 "domestic") label(4 "foreign")) /*
>    */  ytitle(price)
> *------------- end example --------------
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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