.- help for ^xtmod^ (Version 0.9 20 February 2009) .- Analyze and display interactions based on time-series data ---------------------------------------------------------- ^xtmod^ @varlist@ [if] [in] [, Controlvariables(@varlist@) Regopts(string) ARROWOFFset(#.#) ARROWXLENgth(#.#) ARROWYLENgth(#.#) PRECision(#.#) GLS NOCONStant MAX Tests] Description ----------- ^xtmod^ helps running multiple moderated regressions. It generates the necessary interaction variables, calculates the coefficients, optionally displays tests, and displays the interaction. It is mainly a convenience script that instrumentalizes individually available commands such as xtgls. Warning: The program has not been tested with categorical variables. Please notify the author of bugs. Options ------- ^controlvariables^(@varlist@) specifies control variables to be included in the regression ^regopts(string)^ allows the user to pass options to the regression command, e.g., panels(heteroskedastic) in the case of xtgls ^arrowoffset(#.#)^ specifies how much the arrow head is offset from the left-most point of the regression line. Ranges from 0.0 to 1.0 ^arrowxlength(#.#)^ specifies how much the equation text is offset to the right from the arrow's head. Ranges from 0.0 to 1.0 ^arrowxlength(#.#)^ specifies how much the equation text is vertically offset from the arrow's head. Ranges from 0.0 to 1.0 ^precision(#.#)^ specifies the precision used to display numbers in the graphic ^gls^ tells ^xtmod^ to run ^xtgls^ instead of ^xtreg^ ^noconstant^ tells ^xtmod^ that the constant equals zero. Can only be used when gls has been specified ^max^ tells ^xtmod^ to plot the graphic using the minimum and maximum values of the moderator as opposed to mean +/- standard deviation values (the default) ^tests^ instructs ^xtmod^ to run post-hoc tests on simple slope differences (compare Aiken and West, 1991) Examples -------- . ^xtmod roa apcogs salesdiff rf, d(leverage industry?) r(panels(hetero)) arrowylen(0.9) gls nocons tests^ . ^xtmod lndroa C_lnapcogs C_sales, tests^ References ---------- Aiken, L.S. and S.G. West. "Multiple Regression: Testing and Interpreting Interactions. 1991. Thousand Oaks: Sage Publications. Stata FAQ, How can I understand a continuous by continuous interaction? UCLA: Academic Technology Services, Statistical Consulting Group. from http://www.ats.ucla.edu/stat/stata/faq/concon.htm (accessed February 20, 2009). Stata FAQ, Part 1: How can I understand a 3-way continuous interaction? UCLA: Academic Technology Services, Statistical Consulting Group. from http://www.ats.ucla.edu/stat/stata/faq/con3way.htm (accessed February 20, 2009). Author ------ Daniel Seifert, Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland daniel.seifert@@epfl.ch Also see -------- Manual: ^[R] xtreg^, ^[R] xtgls^, ^[G] schemes intro^ On-line: help for @xtreg@, @xtgls@, @schemes@