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help for ^xtmod^ (Version 0.9 20 February 2009)
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Analyze and display interactions based on time-series data
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^xtmod^ @varlist@ [if] [in] [, Controlvariables(@varlist@) Regopts(string)
ARROWOFFset(#.#) ARROWXLENgth(#.#) ARROWYLENgth(#.#) PRECision(#.#)
GLS NOCONStant MAX Tests]
Description
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^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
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^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
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. ^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
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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
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Daniel Seifert, Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland
daniel.seifert@@epfl.ch
Also see
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Manual: ^[R] xtreg^, ^[R] xtgls^, ^[G] schemes intro^
On-line: help for @xtreg@, @xtgls@, @schemes@