Interaction Effects

The previous section described what are called “intercept dummy variables,” because their coefficients amount to shifts in a regression equation’s y intercept, comparing the 0 and 1 groups. Another use for dummy variables is to form interaction terms called “slope dummy variables” by multiplying a dummy times a measurement variable. In this section we stay with the Nations2.dta data, but consider some different variables: per capita carbon dioxide emissions (co2), percent of the population living in urban areas (urban), and the dummy variable reg4 defined as 1 for European countries and 0 for all others. We start out by labeling the values of reg4, and calculating a log version of co2 because of that variable’s severe positive skew.
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We form an interaction term or slope dummy variable named urb_reg4 by multiplying the dummy variable reg4 times the measurement variable urban. The resulting variable urb_reg4 equals urban for countries in Europe, and zero for all other countries.

vegetable03 发表于 2016-6-20 18:02
哎~楼主对虚拟交叉项的理解还需加油啊，多翻翻书吧，市面上通行的教材基本都有讲的。
随便摘一本吧: Lawre ...

littlellx 发表于 2016-6-21 09:48
谢谢楼上的热心回复   知道影响斜率   但是   交乘项系数绝对值偏大   已经大于a1了   这种情况不知道是怎 ...

littlellx 发表于 2016-6-21 09:48
谢谢楼上的热心回复   知道影响斜率   但是   交乘项系数绝对值偏大   已经大于a1了   这种情况不知道是怎 ...