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re: AW: st: AW: beta coefficients for interaction terms


From   Christopher Baum <[email protected]>
To   [email protected]
Subject   re: AW: st: AW: beta coefficients for interaction terms
Date   Tue, 21 Apr 2009 09:52:25 -0400

<>
Why don't you just try it out?

sysuse auto, clear
egen shead = std(headroom)
egen slength = std(length)
egen smpg = std(mpg)
gen ia2 = shead*slength
egen sia2 = std(ia2)
reg smpg shead slength sia2
reg mpg headroom length ia2, beta

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html

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