Re: Re: st: marginal effects for ZINB with interactions andsquared terms

["Rullani Francesco" <rullani@sssup.it>]

> interactions and squared terms
>
> Have you read
> http://www.stata.com/support/faqs/stat/mfx_dydx.html
> http://www.stata.com/support/faqs/stat/mfx_interact.html
> yet?
>
> A good place to start.
Austin,
thanks a lot for the links.
However, the problem I've found is that mfx and margeff do 
not recognize interactions and squared terms, while nlcom 
and predictnl do account for that but need to be fed with 
the derivative of the function used in the model. If it is 
a logistic (for logit) or normal (probit), it is easy, but 
a ZINB is a nested model, and I don't know how to 
analytically compute it (and I could not find any source 
about it).
Do you know how I can "skip" this problem? (if I'm not 
wrong, stata uses a numerical procedure, so that it could 
calculate the derivative of virtually whatever function).
Thanks, 
Francesco



> On 3/3/06, Rullani Francesco <rullani@sssup.it> wrote:
> > I am estimating a model with interactions:
> > a+b(x_1)+c(x_2)+d(x_1*x_2)
> > and squared terms:
> > e+f(z_1)+g(z_1)^2
> > using a zero-inflated negative binomial regression 
> > (ZINB)
> > because of overdispersion and excess of zeros in the 
> > data.
> > Does anyone know how I can obtain marginal effects and
> > their standard errors, given that mfx and margeff do not
> > "know" that I have interactions and squared terms?
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