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Re: st: xtpoisson marginal effect and interaction term


From   Andrea Rispoli <[email protected]>
To   [email protected]
Subject   Re: st: xtpoisson marginal effect and interaction term
Date   Tue, 17 Nov 2009 11:02:30 +0100

Dear Marteen,
Thank you very much. Would this correspond to calculating the cross
derivative or cross difference as suggested by Ai and  Norton 2003
(Interaction terms in logit and probit models, Economic Letters)?
Thank you very much,

On Thu, Nov 12, 2009 at 1:11 PM, Maarten buis <[email protected]> wrote:
> --- On Thu, 12/11/09, Andrea Rispoli wrote:
>> 1. I learned that since Panel poisson is a non-linear model
>> I cannot make considerations on the coefficients and I have
>> to calculate marginal effect. Would " mfx compute" be the
>> appropriate command?
>>
>> 2. The marginal effect of the interaction term cannot be
>> directly interpreted and I have to draw the graph: is this
>> correct? Is there any specific command that I should use?
>
> Not necesarily, it is probably easier to just specify the
> -irr- option in -xtpoisson-, this will give you the
> incidence rate ratios. This will also allow you to directly
> interpret the interaction terms (only now on a multiplicative
> scale rather than additive). This also has the advantage of
> not having to fix all the explanatory variables and the
> subject specific constants to a specific value.
>
> For more see J. Scott Long & Jeremy Freese (2006) Regression
> Models for Categorical Dependent Variables Using Stata, 2nd
> Edition. College Station, TX: Stata Press.
> http://www.stata-press.com/books/regmodcdvs.html
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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