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st: Margins after xtprobit, re.


From   natasha agarwal <[email protected]>
To   [email protected]
Subject   st: Margins after xtprobit, re.
Date   Tue, 30 Aug 2011 17:47:29 +0100

Hello Everyone,

I was trying to estimate the following model:

xi: xtprobit expdum a b a*b y14-y18 i.industry i.region, re

where a = continuous and b = categorical.

Now I wanted to compute the average partial effect of the
specification with the main interest lying at the estimated
coefficient on the interaction term.

I use margins, predict(pu0) dydx(*)

I do get the marginal effects for all the variables in the
specification but I wanted to know whether the average marginal effect
calculated by margins for the interaction term is correct and how
would one interpret the same?

Many thanks in advance

Regards
Natasha
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