st: AW: interactions in non-linear models

["Martin Weiss" <martin.weiss1@gmx.de>]

<> 


" I ask you this as an interpretation of the Stata tip : interpretation of interactions in non-linear models, by Maarten Buis."



Fabio, you should add the citation here, as the tip has not appeared yet, but is available from Maarten`s page: http://www.maartenbuis.nl/publications/interactions.html




HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Fabio Zona
Gesendet: Samstag, 19. Juni 2010 16:29
An: statalist@hsphsun2.harvard.edu
Betreff: st: interactions in non-linear models

Dear Statalist
is it correct to say that, when testing interaction effects in dichotomous dependent variables:

- one can use logistic regression instead of logit, and the coefficient express the effects on a multiplicative scale

- the significance of interaction coefficient is tested ONLY by looking at the significance of the interaction coeffiicent itself, with no need to calculate the marginal effects using inteff by Ai and Norton, 2003

- by presenting the effects on a multiplicative scale, the logistic regression allows to test interaction effects AND to control for differences in baseline odds.

I ask you this as an interpretation of the Stata tip : interpretation of interactions in non-linear models, by Maarten Buis.

Last question: in other words, if I test an interaction (or multiple interactions at the same time!) using logistic (instead of logit) and the interaction coefficients are are - says - positive and significant, can I be safe that the interactions are positive and significant? And what does this says to me (as compared to logit model, which needs inteff)? what's the difference in interpretation?

thanks a log..ops.. a lot! 

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