Dear Stata members, I have got a revise and resubmit from a journal. One of the referees have suggested the following comment::
The methods used in this study, such as pooled regression, and two-step GMM can only analyze the fitting effect of each independent variables on dependent variables, but cannot obtain the explanatory power of X to Y. It is suggested to use Geodector model (http://geodetector.cn/, to analyze the explanation of each X and the interaction of them to Y.
Is there any way to use Stata for this purpose? Is not it the same as if I add X1*X2 interaction in the model in Stata?
The goal of the paper is to explore the effect of X1 and X2 on Y including a set of controls (z1 z2 ....). I have used two step GMM as main method.
I would appreciate suggestions and advice.
The methods used in this study, such as pooled regression, and two-step GMM can only analyze the fitting effect of each independent variables on dependent variables, but cannot obtain the explanatory power of X to Y. It is suggested to use Geodector model (http://geodetector.cn/, to analyze the explanation of each X and the interaction of them to Y.
Is there any way to use Stata for this purpose? Is not it the same as if I add X1*X2 interaction in the model in Stata?
The goal of the paper is to explore the effect of X1 and X2 on Y including a set of controls (z1 z2 ....). I have used two step GMM as main method.
I would appreciate suggestions and advice.
