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Antwort: Re: Antwort: Re: st: Interaction terms
From
Justina Fischer <[email protected]>
To
[email protected]
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
[email protected] schrieb: -----
An: [email protected]
Von: Richard Williams <[email protected]>
Gesendet von: [email protected]
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
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