st: New Stata package -intgph- on SSC that Employs King et al.'s (2000) simulation-based approach to interpret interaction effects in selected nonlinear models and presents the results graphically in the manner suggested in Zelner (2009)

[Dan Blanchette <dan.blanchette@duke.edu>]

Dear Statalist Members,
Thanks to Kit Baum, a new Stata package -intgph-
is now available for download on SSC.

Description
-intgph- estimates a selected nonlinear model that includes a multiplicative 
interaction term, and uses simulated parameters generated by King et al.'s 
(2000) -estsimp- command (part of the "Clarify" suite of commands) to evaluate 
and graphically portray the effect of one interacted variable conditional on 
different values of the other interacted variable. The first interacted variable 
must be continuous and the second interacted variable (whose effect is assessed 
conditional on the first interacted variable) may be either continuous or binary. 
Neither of the interacted variables should appear in a higher-order term in the 
model. Currently supported models include -logit-, -probit-, -poisson- and -nbreg-

The default chart produced by -intgph- is the type illustrated in Zelner (2009). 
The y-axis of the chart measures the change in the predicted probability of a 
positive outcome (for -logit- and -probit- models) or incidence (for -poisson- 
and -nbreg- models) associated with a discrete change in the value of the second 
interacted variable.  -intgph- plots this quantity and (by default) the confidence
interval that surrounds it against the observed range of values of the first 
interacted variable, measured on the x-axis.  Alternatively, -intgph- can also 
produce a chart showing the predicted values themselves (rather than the difference 
in predicted values). -intgph- optionally creates a series of new variables that 
can be used to produce additional charts or conduct hypothesis tests.


Here's the help page in html format:
 http://fmwww.bc.edu/repec/bocode/i/intgph.html


Let us know if you have any questions,

Bennet A. Zelner
Assistant Professor of Strategy
Duke University's Fuqua School of Business
bzelner@duke.edu

Dan Blanchette
Research Associate
Center for Entrepreneurship and Innovation
Duke University's Fuqua School of Business
dan.blanchette@duke.edu

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