Dear Statalisters,
I have a panel dataset with a (0,1) dependent variable (d), where d=1
means that the firm has merged with another firm. The model looks as
follows:
dit = axit + byit + c(xit*yit) + fzit + gwit + ei, where xit, yit,
zit, wit are continuous independent variables for firm i at time t,
and (xit*yit) is the interaction of these two continous variables. I
am estimating the model with clogit. I am interested in gaining some
insights on the marginal effects of the interaction terms. In
particular, I would like to see what is the percentage point increase
in the probability of a merger as x increase by 1 standard deviation
(or 1 percentage point), y is set at its 75th percentile and the
remaining two regressors (e.g., z and w) are set at their sample mean.
I understand that this is not an easy task. I found a thread (e.g.,
"clogit marginal effects?") in Statalist where Arne Risa Hole provides
an nlcom that could be used after clogit, but it does not fit what I
need.
Can anyone provide any help on the nlcom code needed to obtain the
result that I am looking for?
Thanks,
Erasmo
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