The formulas can be found in section 2.3 here:
http://www.unc.edu/%7Eenorton/NortonWangAi.pdf
Where in case of a poisson with a standard link function:
F(u)=exp(u); f(u)=F'(u)=exp(u); f'(u)=F''(u)=exp(u)
Hope this helps,
Maarten
--- Lloyd Dumont <[email protected]> wrote:
> 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/
> > > -----------------------------------------
> > >
> > >
> > >
> >
> __________________________________________________________
> > > Sent from Yahoo! Mail.
> > > A Smarter Inbox.
> > http://uk.docs.yahoo.com/nowyoucan.html
> > > *
> > > * For searches and help try:
> > > *
> > http://www.stata.com/support/faqs/res/findit.html
> > > * http://www.stata.com/support/statalist/faq
> > > * http://www.ats.ucla.edu/stat/stata/
> > >
> >
> >
> >
> >
> > -------------------------------------------------
> > This mail sent through IMP: http://horde.org/imp/
> >
> > *
> > * For searches and help try:
> > *
> > http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
>
>
>
____________________________________________________________________________________
> Never miss a thing. Make Yahoo your home page.
> http://www.yahoo.com/r/hs
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
-----------------------------------------
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/
-----------------------------------------
__________________________________________________________
Sent from Yahoo! Mail.
A Smarter Inbox. http://uk.docs.yahoo.com/nowyoucan.html
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
