I would like to include an interaction term with two continuous variables in an OLS model, I originally computed the interactiont term by hand, i.e. gen new_ variable = variable_A * variable_B and included both variables and the interaction term in the model. Next, I created the same model but using c.variable_A##c.variable_B. I expected the coefficients to be the same but they differ dramatically. I use Stata 13. Why are the coefficients not identical?
-
Login or Register
- Log in with
Comment