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st: lincom vs nlcom


From   Vincenzo Carrieri <[email protected]>
To   [email protected]
Subject   st: lincom vs nlcom
Date   Thu, 3 Mar 2011 14:45:35 +0100

Dear Statalister,
I am trying to estimate an ordered probit model like this:

W=age+agesquared+height+height*age+height*agesquared

I am interested in the significance and the sign of the interaction
between age and height. I would do:
lincom  height+height*age+height*agesquared

I have two questions on that:
1. is lincom the right command to do this? Or I need nlcom? (I think
that even if the model is non linear, the combination I want to test
it is linear, so lincom should work well)
2. The output of lincom (and eventually of nlcom) is also a marginal
effect? And, if not, how to get a marginal effect where there are
interaction effects?

Any hint is appreciated.

Many thanks,

Vincenzo
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