RE: st: graph interaction of continuous and categorical variables

[Cameron McIntosh <cnm100@hotmail.com>]

I realized that I neglected to mention the possibility of unobserved heterogeneity, which can confound the interpretation of interaction effects and cross-group coefficient comparisons in non-linear models. In conjunction with the works referred to in my first response below, you may also want to see:
Allison, P.D. (1999). Comparing logit and probit coefficients across groups. Sociological Methods & Research, 28(2), 186-208.

Allison, P.D. (1987). Introducing a Disturbance into Logit and Probit Regression Models. Sociological Methods & Research, 15(4), 355-374.

Karlson, A.K.B., Holm, A., & Breen, R. (August 12, 2010). Comparing Regression Coefficients Between Models using Logit and Probit: A New Method. CSER Working Paper Series, WP No. 0003. Centre for Strategic Educational Research: Aarhus, Denmark: DPU, Aarhus University.http://www.cser.dk/fileadmin/www.cser.dk/wp_003kbkkkjrb.pdf

Mood, C. (2010). Logistic regression: Why we cannot do what we think we can do, and what we can do about it. European Sociological Review, 26(1), 67-82.

Williams, R. (2009). Using heterogeneous choice models to compare logit and probit coefficients across groups. Sociological Methods & Research, 37(4), 531-559.

Williams, R. (September 2011). Comparing Logit and Probit Coefficients between Models and Across Groups. Notre Dame Sociology.http://nd.edu/~rwilliam/stats/Oglm.pdf

Long, J.S. (2009). Group Comparisons in Logit and Probit Using Predicted Probabilities. Working paper draft 2009-06-25http://www.indiana.edu/~jslsoc/files_research/groupdif/groupwithprobabilities/groups-with-prob-2009-06-25.pdfhttp://www.indiana.edu/~jslsoc/research_groupdif.htm

Cam----------------------------------------
> From: cnm100@hotmail.com
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: graph interaction of continuous and categorical variables
> Date: Fri, 13 Jan 2012 21:50:01 -0500
>
> Jess,
> Yes, certainly you can do this in Stata. Have a look at:
> Karaca-Mandic, P., Norton, E.C., & Dowd, B. (2012). Interaction Terms in Nonlinear Models. Health Services Research, 47(1, Pt. 1), 255–274.
>
> Greene, W. (2010). Testing hypotheses about interaction terms in nonlinear models. Economics Letters, 107(2), 291-296.
>
> Flom, P.L., & Strauss, S.M. (2003). Some Graphical Methods for Interpreting Interactions in Logistic and OLS Regression. Multiple Linear Regression Viewpoints, 29(1), 1-7.http://mlrv.ua.edu/2003/vol29_n1_a1.pdf
>
> Buis, M.L. (2010). Stata tip 87: Interpretation of interactions in non-linear models. The Stata Journal, 10(2), 305-308.http://www.maartenbuis.nl/publications/interactions.pdf
>
> Norton, E.C., Wang, H., & Ai, C. (2004). Computing interaction effects and standard errors in logit and probit models. The Stata Joumal, 4(2), 154-167.http://www.unc.edu/~enorton/NortonWangAi.pdf
>
> http://www.ats.ucla.edu/stat/stata/faq/logitcatcon.htm
>
> Cam
>
> > From: jessjoe@live.com
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: graph interaction of continuous and categorical variables
> > Date: Fri, 13 Jan 2012 21:31:08 -0500
> >
> > Dear Statalist Users,
> > I have a logistic regression model:
> > logit(Y) = X1 + (X1)^2 + i.X2 + i.X2*X1 + i.X2*(X1)^2
> > X1 is a continuous variable, X2 is a 4-category variable.
> > How can i graph the interaction effects in STATA? is there any specific command that could do this for me?
> > Many thanks!
> > *
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> > * http://www.ats.ucla.edu/stat/stata/
>
> *
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