soft(软约束)、hard(硬约束)、non(无约束)是约束程度的虚拟变量,goal是连续变量。想进行交互项回归,为了避免虚拟变量陷阱只纳入soft和hard到模型中。
手动交互:
center goal
gen goal_s = c_goal*soft
gen goal_h = c_goal*hard
xtreg pm25 soft hard goal goal_s goal_h $controls i.year,fe cluster(city_n)
自动交互:
xtreg pm25 soft hard goal c.goal#soft c.goal#hard $controls i.year,fe cluster(city_n)
但是从结果来看,交互项的系数和显著性相同,但是一次项(soft、hard、goal)的系数和显著性不一样。请问这是什么原因呢?