.- 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(stri > ng) ARROWOFFset(#.#) ARROWXLENgth(#.#) ARROWYLENgth(#.#) PRECision(#.#) GLS NOCONStant MAX Tests]

Description -----------

^xtmod^ helps running multiple moderated regressions. It generates the necessary interaction variables, calculates the coefficients, optionall > y displays tests, and displays the interaction. It is mainly a convenienc > e script that instrumentalizes individually available commands such as xt > gls.

Warning: The program has not been tested with categorical variables. Pl > ease notify the author of bugs.

Options -------

^controlvariables^(@varlist@) specifies control variables to be include > d in the regression ^regopts(string)^ allows the user to pass options to the regression com > mand, 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 t > he 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 u > sed when gls has been specified ^max^ tells ^xtmod^ to plot the graphic using the minimum and maximum v > alues of the moderator as opposed to mean +/- standard deviation values (the > default)

^tests^ instructs ^xtmod^ to run post-hoc tests on simple slope differe > nces (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 Interpreti > ng 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 Februa > ry 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 Febru > ary 20, 2009).

Author ------

Daniel Seifert, Ecole Polytechnique Fédérale de Lausanne (EPFL), Switze > rland daniel.seifert@@epfl.ch

Also see --------

Manual: ^[R] xtreg^, ^[R] xtgls^, ^[G] schemes intro^ On-line: help for @xtreg@, @xtgls@, @schemes@