Actually, I am running count models on panel data
using xtpoisson and xtnbreg, but have the exact same
question. (But mine really does include a count as a
dep var.) How do I make sense of the interaction
term? I am fairly sure I cannot just add the
coefficients of main effects and two-way interactions
in this case. I don't even think I can take the
significance of the coefficient on the interaction
term seriously.
Thanks as always. Lloyd Dumont
--- [email protected] wrote:
> thank you Maarten, hence I can simply apply the
> linear case formulas...
>
> thanks again
> Maria
> Citazione Maarten buis <[email protected]>:
>
> > --- [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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