Dear Statalist Members,
Thanks to Kit Baum, an updated version of the Stata package -intgph-
is now available for download on SSC.
The Stata package -intgph- on SSC 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)
. ssc install intgph, replace
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
[email protected]
Dan Blanchette
Research Associate
Center for Entrepreneurship and Innovation
Duke University's Fuqua School of Business
[email protected]
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