Hello everyone,
I ran the following regression :
xi: areg Y X1 X2 X1_X2 $x i.year, absorb(firm_id) cluster(firm_id)
estimates store reg1
both X1 and X2 are dummy variables (equal either 1 or 0), with year and firm fixed effect and SE clustered on firm level.
my question is how to interpret the results of this regression ?
I ran a wald t test as follow to test whether B1+B3 was statistically different from zero.
test X1+X1_X2==0
my research question would be what's the effect of X1 on Y when X2=1.
am I doing it correctly or is there a better way to interpret the interaction term coefficient?
Thank you
Related Posts with testing the economic significance of an interaction term of two categorical variables
OLS and GMM regression on insurance dataI have some insurance data and I want to make a) an OLS regression and b) an GMM regression on th…
Variable type change after mergingHello Statalists, I have a question about data merging. I am merging two data sets together ("mast…
Predicted probabilities at specified values of case-specific variables clogitDear all, I was estimating a conditional logit model with alternative-specific coefficients for an …
What commands would be needed to create this tableI want to create a mean randomization check table for a RCT. Basically I want to generate a table li…
graph with mean along 90% confidence interval?Dear All, I have the following data Code: * Example generated by -dataex-. To install: ssc install …
Subscribe to:
Post Comments (Atom)
0 Response to testing the economic significance of an interaction term of two categorical variables
Post a Comment