st: Interaction after XTPROBIT, RE

[Fra GMAIL <francescodilorenzo80@gmail.com>]

Hi everyone,

I'm estimating the likelihood of individual inter-firm mobility with 2
main continuous explanatory vars: X1 (only positive values) and X2
(only negative values) and some control vars. I use the command
-xtprobit, re-, I would like to interact both Xs with the following
vars:

Z1: discrete var
Z2: continuous var
Z3: dummy

In my full model, should I have all of them together (6 interaction
terms)? Or, should I run as many full models as the # of Zs?
In the case I run each of them separately, I still have 2 interaction
terms in each model (b1X1 + b2X2 + b3Zi + b4X1Zi + b5X2Zi).
Following Norton et al. (2004) -Inteff- command allows only for 1
interaction in each model, correct? So, it seems I can't use it
(unless I run as many models as each single interactions, but would it
be correct?). So, how can I do this?

Many thanks

Francesco








--
Francesco Di Lorenzo
Address: Avinguda Republica Argentina, 10, 5-1, 08023, Barcelona, Spain
Mobile: +34 697 45 05 61 (ESP) +39 333 27 95 429 (ITA) or +1 202 422 2726 (USA)
Emails: francesco.dilorenzo@esade.edu or
francescodilorenzo80@gmail.com or  fd75@georgetown.edu
Website: https://sites.google.com/site/dilorenzof2011/
Skype: trontositu




-- 
Francesco Di Lorenzo
Address: Avinguda Republica Argentina, 10, 5-1, 08023, Barcelona, Spain
Mobile: +34 697 45 05 61 (ESP) +39 333 27 95 429 (ITA) or +1 202 422 2726 (USA)
Emails: francesco.dilorenzo@esade.edu or
francescodilorenzo80@gmail.com or  fd75@georgetown.edu
Website: https://sites.google.com/site/dilorenzof2011/
Skype: trontositu

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