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st: inteff: calulations by hand
From
Florian Seliger <[email protected]>
To
[email protected]
Subject
st: inteff: calulations by hand
Date
Thu, 16 Jun 2011 20:42:30 -0700
Dear Statalist,
I have a question concerning the calculation of the marginal effect as done by "inteff".
I tried to calculate the marginal effect by hand and got other results compared to the results obtained with inteff.
let's assume I want to estimate the following model:
probit mneu im agree imXagree $xlist
where imXagree is the interaction effect.
The specification with inteff is:
inteff mneu im agree imXagree $xlist
Now, I tried to do the following:
******
predict xb, xb
gen me=normalden(xb)*(-xb)*(_b [im]+_b[imXagree]*agree]*(_b[agree]+_b[imXagree]*im])+normalden(xb)*_b[imXagree]
sum me
*****
Shouldn't I get the same mean as with inteff (I did not!), have I understood something wrong or made a mistake?
Thank you!
Best,
Florian
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