Hello Maarten,
thanks for your suggestion. I tend to think that the negative effect of corruption on people's well-being should be larger, the larger the public sector is. Therefore, interactions make most sense to me.
If there is someone who has ever calculated marginal effects for order probit estimations with interactions, it would be great if he or she could tell me how to do the calculation with STATA.
Best,
Zohal
-------- Original-Nachricht --------
> Datum: Sun, 8 Feb 2009 15:04:31 +0000 (GMT)
> Von: Maarten buis <[email protected]>
> An: [email protected]
> Betreff: Re: st: oprobit marginal effects with interactions
>
> --- On Sun, 8/2/09, Zohal Hessami <[email protected]> wrote:
> > currently, I am dealing with ordered probit estimations
> > where I want to investigate the effect of government size on
> > people's life satisfaction. To do so I have interacted
> > government size with a few institutional dummies such as the
> > extent of corruption.
>
> Are you sure you want to do interactions here. To me it would
> make more sense to look at indirect effects: Part of the effect
> of government size on life satisfaction occurs through
> corruption, rather than the effect of government size changes
> as the level of corruption changes. Anyhow these indirect
> effects are also hard in non-linear models, see for example
> Sinning, Mathias, Hahn, Markus and Bauer, Thomas K. (2008)
> The Blinder–Oaxaca decomposition for nonlinear regression
> models. The Stata Journal, 8(4): 480--492.
> http://www.stata-journal.com/article.html?article=st0152 .
>
> <snip>
>
> > Is it possible that inteff can only be used for binary
> > probit/logit and not for ordered probit/logit? If not, what
> > else could be the reason why I get this error message?
>
> If you type -help inteff- you will see that the title of this package is:
> "Computing interaction effects and standard errors in logit and probit
> models", so that indicates that you cannot do this after -oprobit-.
>
> Hope this helps,
> 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 N515
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
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