Hi everyone:
I am wondering how I can interpret an interaction term in an ordered
probit model. I understand that the signs (directions) of the marginal
effects of the regressors in an ordered probit model depend on the
categories of the dependent variables. So in order to assess the
impact of an independent variable, I need to calculate the marginal
effect of the independent variable for each category.
But I am just wondering how I should estimate the impact of an
interaction term in an ordered probit. Or does it make sense to
estimate an ordered probit model with an interaction term? Would
Stata's "prchange" command help me assess and interactive effect?
Sincerely,
Grace
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