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Interacted_Controls

Simulation code for "Control Variables in Interactive Models"

This repository contains two versions of Stata code to accompany the manuscript "Control Variables in Interactive Models," by deHaan, Moon, Shipman, Swanquist, and Whited (2023, Journal of Financial Reporting). You can find the latest draft on SSRN

The first version is the complete simulation code that produces the tables in the manuscript. This version runs 1,000 iterations of each model.

The second is a simplified version that runs just one iteraction of each model. Regression estimates will not exactly match those in the paper, but it is faster to run and much easier to review output.

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interacted_controls's Issues

higher-order interactions

Dear Professor deHaan,
My queation is: what should happen if there are 2(or more) endogenous moderators? is it sufficient to only include two-term interactions, or is there a compelling argument for the necessity of including higher-order terms to fully capture the dynamics at play? what do you recommend?

Also, what if there are 2(or more) endogenous control variables between m and y or x and y?

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