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From | Florian Seliger <florian.seliger@gmx.de> |
To | statalist@hsphsun2.harvard.edu |
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 * * 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/