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Have you had a look at http://www.stata-journal.com/sjpdf.html?articlenum=st0063 ? Or http://www.stata-journal.com/article.html?article=st0178 ?
HTH
Martin
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Von: [email protected] [mailto:[email protected]] Im Auftrag von [email protected]
Gesendet: Sonntag, 10. Januar 2010 22:01
An: [email protected]
Betreff: st: Interpreting interactions in probit and logit models
Dear Stata users,
if I have a significant interaction term in probit or logit model, how should I interpet it?
I have found this sentence: "as long as you interpret the interaction effects in terms of the effect on the latent variable you are ok in simply using the output from -probit- (i.e. the sig. of the coefficient); if you want to interpret the results in terms of the probabilit you should use -inteff-."
What is the difference between these two interpretations? In concrete terms: what can I say if I have a sig. interaction coefficient BUT THE INTERACTION EFFECT IS NOT SIGNIFICANT AFTER HAVING USED INTEFF OR RELATED POSTESTIMATIONS to check the effect on probability?? What are the specific conclusion I get from each of the two interpretations (on the latent variable and on the probability)?
(A final note (if it may help in the answer): I have this problem for two different regressions. In the firs regr, I have an interaction between "one dummy - one continuous" variables; in a second regression I have an interaction between two dummies).
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