> Hello guys,
>
> I am currently estimating an ordered probit model, where I have
> included an interaction term. The regression equation looks as follows:
>
> oprobit lifesat male age age_sq income married divorced separated
> widowed ageeduc_1619 ageeduc_lt19 unempl school retired home self_empl
> govtexp expdecentral expdecexp, r
>
> I have included the interaction term (expdecexp =
> expdecentral*govtexp) because I want to test whether the impact of
> government size on people's life satisfaction is more likely to be
> positive if there is a large extent of expenditure decentralization in
> this specific country. As you can see my dataset is generally a
> mixture of micro- and macro-level variables.
>
> I am now trying to estimate the marginal effects for govtexp,
> expdecentral and the interaction term expdecexp. For this purpose I
> found the link
> http://www.stata.com/support/faqs/stat/mfx_interact.html very useful.
> In the middle section of this website, it is explained how this
> calculation is carried out in a binary probit setting with an
> interaction term. Accordingly, I have asked STATA to do the following:
>
> local xb _b[male]*`meanmale' + _b[age]*`meanage' +
> _b[age_sq]*`meanagesq' + _b[income]*`meanincome' +
> _b[married]*`meanmarried' + _b[divorced]*`meandivorced' +
> _b[separated]*`meanseparated' + _b[widowed]*`meanwidowed' +
> _b[ageeduc_1619]*`meanageeduc_1619' +
> _b[ageeduc_lt19]*`meanageeduc_lt19' + _b[unempl]*`meanunempl' +
> _b[school]*`meanschool' + _b[retired]*`meanretired' +
> _b[home]*`meanhome' + _b[self_empl]*`meanself_empl' +
> _b[govtexp]*`meangovtexp' + _b[expdecentral]*`meanexpdecentral' +
> _b[expdecexp]*`meangovtexp'*`meanexpdecentral'
>
> predictnl dydg = normalden(_b[/cut3] - `xb')*(_b[govtexp] +
> _b[expdecexp]*`meanexpdecentral') in 1, se(seg)
>
> predictnl dyde = normalden(_b[/cut3] - `xb')*(_b[expdecentral] +
> _b[expdecexp]*`meangovtexp') in 1, se(see)
>
> predictnl dydeg = normalden(_b[/cut3] - `xb')*(-(_b[/cut3] -
> `xb'))*(_b[govtexp] +
> _b[expdecexp]*`meanexpdecentral')*(_b[expdecentral] +
> _b[expdecexp]*`meangovtexp') + normalden(_b[/cut3] -
> `xb')*(_b[expdecexp]) in 1, se(seeg)
>
> I know for sure that my derivations for the equations that I have used
> for the marginal effects are correct. Nevertheless, the value for the
> marginal effects is reported as ".", while the standard errors that I
> get are "0". Furthermore, I get the error messages >>> Warning:
> prediction doesn't vary with respect to e(b) <<< and >>> Warning:
> prediction constant over observations; perhaps you meant to run
> nlcom.<<<<
>
> I also programmed the whole thing with nlcom as described on this
> website that I have mentioned above, but I still didn't get any
> results. When I did the same calculations when interacting govtexp and
> people's income the whole procedure worked perfectly and I got very
> convincing results. Apparently, the fact that I am interacting two
> macro-level variables is causing trouble. Can anyone help me solve
> this problem or tell me how to get the marginal effects that I need???
>
> Thx in advance,
> Zohal Hessami
> University of Konstanz
> Department of Economics
--
Computer Bild Tarifsieger! GMX FreeDSL - Telefonanschluss + DSL
für nur 17,95 ¿/mtl.!* http://dsl.gmx.de/?ac=OM.AD.PD003K11308T4569a
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
