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Antwort: Re: st: Interaction terms
From
Justina Fischer <[email protected]>
To
[email protected]
Subject
Antwort: Re: st: Interaction terms
Date
Mon, 4 Apr 2011 11:08:38 +0200
well, as suggested by Maarten, I would employ the mlogit estimator and then use the margins command for interpretation of the interaction terms.
Justina
[email protected] schrieb: -----
An: [email protected]
Von: Maarten buis <[email protected]>
Gesendet von: [email protected]
Datum: 04.04.2011 09:25AM
Thema: Re: st: Interaction terms
--- On Mon, 4/4/11, josephine gakii wrote:
> I am using multinomial probit with an interaction term in
> it. I would like to compute standard errors for meaningful
> interpretation of my results that have an interaction
> term.
>
> I have tried using the -inteff- command in STATA but it
> seems to support only the binary logit and probit. i have
> also tried the CLARIFY command in STATA but it does not
> support multinomial probit
>
> Is there a command that can handle interaction terms in
> multinomial probit?
I am assuming you used the official Stata program -mprobit-.
In that case there isn't much added value of using -mprobit-
over using -mlogit-, as the error terms are assumed to be
uncorrelated. If this does not worry you, than I would go
for -mlogit- and interpret the relative risk ratios as
discussed in:
M.L. Buis (2010) "Stata tip 87: Interpretation of interactions
in non-linear models", The Stata Journal, 10(2), pp. 305-308.
If you want to include correlated error terms, then you
first need to think about identification, e.g. through
alternative specific variables as implemented in -asmprobit-.
After that you'll probably need to compute the appropriate
marginal effects for the interaction terms manually using
either -nlcom- or -predictnl-. Those programs will than compute
the standard errors (using the delta method) for you.
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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