st: Average marginal effects in ordered probit models

["Chris Ambrey" <chris.ambrey@gmail.com>]

Hi there,

I've been struggling with this question for a while and I have discovered
there are many ways to achieve the end result or something similar or close
to it using margins or mfx2. However, I want to use predictnl and/or nlcom
to obtain the average marginal effects for several interaction terms in the
one model. I'm estimating an ordered probit model. I'm using version 11.2 of
STATA. Life satisfaction is my dependent variable (0-10) and I have
greenspace (continuous, percentage of greenspace in the census tract) and a
number of socio-economic and demographic characteristics as explanatory
variables (some dichotomous and others continuous).

I've come across this
http://www.stata.com/support/faqs/stat/mfx_interact.html support page which
was helpful, but I still don't quite follow it. Also, I'm familiar with the
inteff command. I haven't been able to get it to work on my computer
(Windows 7), but I understand it really only handles one interaction term.
I'm also aware of the various user written commands provided by Long and
Freese (2006). Although, I don't think these commands actually provide the
average marginal effects but the marginal effects at different values for
the explanatory variables. Please correct me here if I'm wrong here.
Furthermore, I have found a very recent article "Interaction Terms in
Nonlinear Models" by Karaca-Mandic, Norton and Dowd (2012) which has been
very helpful. Still, I'm not sure about the syntax for an ordered probit
model in STATA using predictnl and/or nlcom to obtain the average marginal
effects. I would like to have the standard errors (obtained using the Delta
Method) and the p-value etc... as well.

Additionally, do the average marginal effects apply to a particular outcome,
such as a self-reported life satisfaction score of 10 and are thus
interpreted as the probability of reporting say a 10 for a one unit increase
in the explanatory variable?

I would certainly appreciate any assistance or direction in this regard.
I've been wrestling with this issue for some time.

Kindest regards,

Christopher Ambrey


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