st: predictnl for effects and se of interaction terms in probit model

["shuang zhang" <shuangshuangmm@hotmail.com>]

Hi,

In my probit model, I have independent variables X1,X2,X3,X4,M, and the 
interaction terms X1*M, X2*M, X3*M, X4*M. I want to estimate the marginal 
effects of these variables, especially that of interaction terms. I know the 
command "predictnl" may help me to get right marginal effect and se. 
However, when I do the command with all these variables above, I meet 
problems.
1, I can get marginal effect and se of X1,X2,X3,X4,M by "predictnl".
2, When I want to estimate the interaction terms and write the command for 
them, the STATA report that my expression of "predictnl" is too long!
3, For a check, I use just X1,X2,X3,M and X1*M, X2*M, X3*M, which including 
three interaction terms. I can get the marginal effect and se of interaction 
terms by "predictnl". But I can't get results when I add X4 and have four 
interaction terms, where STATA told me my expression was too long.

I am rather confused by "predictnl". I am sure my command writtened 
correctly, but it can't work when I have four interaction terms!
Any advice on this problem is welcome!

Thanks very much!


Cheers,
Zhang Shuang

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