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Re: st: Poisson model with interaction term


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Poisson model with interaction term
Date   Mon, 25 Feb 2008 14:39:26 +0000 (GMT)

--- [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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