st: inteff and mfx?

[Luca Fumarco <luca.fumarco@lnu.se>]

Dear Statalisters,

I have a question concerning the marginal effect of an interaction term; the model I am using is the probit.
I have been reading some papers about the topic:
-Norton, Wang, Ai, 2004, "Computing interaction effects and standard errors in logit and probit models", The Stata Journal (where inteff command has been presented)
-Ai, Norton, 2003, "Interaction terms in logit and probit models", Economics Letters
-Buis, yyyy, "Simple interpretation of interaction in non-linear models", Tha Stata Journal

Now I am trying to unravel the situation.
I have a probit model with two independent variables and an interaction term between these two variables. 
Let's say Y X1 X2 X3 , where X3 = X1*X2
What about their marginal effects? With mfx I obtain the mfx for X1 and X2, I do not consider the result obtained for X3.
I use "inteff" command to compute the correct marginal effect of the interaction term?
Or am I wrong? and interaction effect is different from marginal effect of the interaction term, not just in the name?


Luca Fumarco

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