Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: Antwort: Re: st: Interaction terms
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: Antwort: Re: st: Interaction terms
Date
Mon, 04 Apr 2011 10:18:31 -0500
At 04:08 AM 4/4/2011, Justina Fischer wrote:
well, as suggested by Maarten, I would employ the mlogit estimator
and then use the margins command for interpretation of the interaction terms.
Justina
Of course, the margins command doesn't even report anything for the
interaction effect (at least if you've correctly specified the model
using factor variables.) To see what I mean, try something like
use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear
logit warmlt3 i.yr89 i.male i.white age ed prst i.yr89#c.age
margins, dydx(*)
That makes more sense to me anyway -- the interaction term can't
change without the variables that are used to compute it also
changing. Basically, the old mfx command gave incorrect results for
interaction effects, while the new margins command gives you no
results. Still, people keep on asking for marginal effects and
standard errors specific for the interaction term, and I don't quite
understand why.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/