Estimate Interaction Effects using Eviews 8

[Benj]

Hi,

I estimated an equation that includes a dummy variable, GROUP [coded 1, 2, 3] in the following format:

LS VARY C @EXPAND(GROUP)*VARX

Eviews displayed the coefficients for:

C
(GROUP1)*VARX
(GROUP2)*VARX
(GROUP3)*VARX

First question:
I presume the coefficients are the separate slopes for VARX for the 3 groups respectively, am I right?

Second question:
In other statistical software such as Stata the same equation will generate the following results [by default GROUP=1 is the base group]:

C
VARX [ie. the slope of VARX for GROUP=1]
(GROUP2)
(GROUP3)
(GROUP2)*VARX [ie. the difference in slope between VARX for GROUP=2 and VARX for GROUP=1]
(GROUP3)*VARX [ie. the difference in slope between VARX for GROUP=3 and VARX for GROUP=1]

Is there a way to display the above results using Eviews?

Thanks.

Regards,

Ben

[startz]

Code: Select all

ls vary c @expand(Group,@dropfirst) varx @expand(group,@dropfirst)*varx

I think...I haven't tried it.

[Benj]

Hi Startz,

I tried it and it worked! This is great.

Thanks so much!

Regards,

Ben