--- [email protected] wrote:
> I�m estimating a Poisson model, which includes an interaction term
> and I need to compute the impact (marginal effect) of x1 on lnY.
>
> I have found on SJ an article �Computing interaction effects and
> standard errors in Logit and Probit models�, by Norton, Wang and Ai
> (2004), who warn that for nonlinear models
<snip>
> Please notice that my interest is computing the effect of x1 on lnY
> , I�m not interested in the marginal effect of the interaction term,
> nor in the effect of x1 on E(Y), because my dependent variable is
> not a count.
<snip>
If you are only interested in the effect on ln(y) than it is no longer
a non-linear model, so the article by Norton et al. is no longer
relevant.
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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