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| From | Justina Fischer <JFischer@diw.de> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Antwort: Re: Antwort: Re: st: Interaction terms |
| Date | Mon, 4 Apr 2011 17:41:45 +0200 |
Hi you are in principle, right (and we had this discussion before) but: margins will give you the total effect for specified values of the interacting variable in a non-linear model, this is quite neat as calculation by hand is possible but time-consuming -----owner-statalist@hsphsun2.harvard.edu schrieb: ----- An: statalist@hsphsun2.harvard.edu Von: Richard Williams <richardwilliams.ndu@gmail.com> Gesendet von: owner-statalist@hsphsun2.harvard.edu Datum: 04.04.2011 05:18PM Thema: Re: Antwort: Re: st: Interaction terms 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: Richard.A.Williams.5@ND.Edu 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/ * * 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/