Dear Maarten and Tamas,...
Thank you for the answers - I will think a little about them!
Maarten specifically thinking about the case of Probit - not always the product of the variables includes a variable dummy. For instance, as independent variables some models consider:
y education education(to the square) experience educationXexperience
If I use a command as the mfx - the marginal effect just considers the associated coefficient the education and the correct would be:
dy/d.education = 1 + 2.education(mean) + experience (mean) - if I use mfx with medium effects.
Some statistical packages allow logical (as product of terms) operations and later the linearization of the equations. In Stata, I already have to do that creating variables before defining the equation. To estimate the equation in itself - that doesn't cause any problem but to establish marginal effects. I easily can calculate the marginal effects manually starting from the equation but I don't have s.e. or intervals of the estimates.
With best regards,..
Jose C.
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