Re: Re: st: Error w/ "inteff" command

[Erasmo Giambona <e.giambona@gmail.com>]

Thanks Kit and Richard.

Does - margins, dydx(_all) - also handle the interaction of two dummy variables?

Erasmo

On Sat, Dec 29, 2012 at 5:55 PM, Christopher Baum <kit.baum@bc.edu> wrote:
> <>
> Erasmo said
>
> Thanks Kit. Maybe, I used the wrong example. In practice, I get this
> error message always. In my real problem, I am estimating a probit and
> on the RHS I have the interaction of two continuous variables. In the
> past, I was able to estimate this exact model and then use "inteff" to
> estimate the marginal effect on the interaction term. Now, I keep
> geting this error message. I have the output saved from the past, but
> I just can't replicate it anymore using inteff.
>
> Why bother with -inteff- if you have Stata 12? It handles c-c interactions just fine:
>
> webuse lbw2, clear
> probit  low c.age##c.lwt
> margins, dydx(_all)
>
> I can run this model (with explicit interactions) in -inteff-, updated version from SJ,
> but why? The standard probit command gives the estimate of the interaction effect and its
> significance (or lack thereof).
>
> Kit
>
>
>
>
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
>
>
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