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  • Moderation in Multiple Time Series Regression with One Continuous Moderator and Five Independent variables

    I am trying to do a moderation analysis in multiple regression. Dependent variable = Securities market returns, and Independent variables = interest rates, inflation rates, exchange rates, money supply and crude oil prices. I want to test the moderation effect of a continuous time series variable (Public debt) on the relationship between the dependent and independent variables.

    I am using Stata 13. How do I go about it?

    Thank you.

  • #2
    See the excellent Richard Williams' https://www3.nd.edu/~rwilliam/stats/Margins01.pdf.

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    • #3
      Thank you. It sorted everything out.

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