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Re: Re: st: Error w/ "inteff" command
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: Re: st: Error w/ "inteff" command
Date
Wed, 02 Jan 2013 12:22:48 -0500
I don't really understand how -inteff- works, nor do I have any great
desire to find out. I am happy with the -margins- command, and the
way you set it up is not correct for -margins-. When you compute the
interaction term yourself, Stata has no way of knowing that the
values of the interaction term are not independent of the values of
the variables used to compute it. It should be
webuse lbw2
probit low age lwt c.age#c.lwt
margins, dydx(_all)
For an explanation, see
http://www.nd.edu/~rwilliam/stats/Margins01.pdf
or else
http://www.statajournal.com/article.html?article=st0260
At 10:48 AM 1/2/2013, Erasmo Giambona wrote:
Dear Kit,
I was finally able to get the "inteff" command to work again. Inteff
and margins give me estimates on the interaction term that are
similar, but not the same. Is this simply do to different
approximation? Thanks. Please, see example below (using: webuse lbw2):
. g age_lwt=age*lwt
. probit low age lwt age_lwt
Iteration 0: log likelihood = -117.336
Iteration 1: log likelihood = -113.61015
Iteration 2: log likelihood = -113.58509
Iteration 3: log likelihood = -113.58509
Probit regression Number of obs = 189
LR
chi2(3) = 7.50
Prob >
chi2 = 0.0575
Log likelihood = -113.58509 Pseudo R2 = 0.0320
------------------------------------------------------------------------------
low | Coef. Std. Err. z P>|z| [95%
Conf. Interval]
-------------+----------------------------------------------------------------
age
| -.0316919 .0896229 -0.35 0.724 -.2073495 .1439658
lwt
| -.0087146 .0162868 -0.54 0.593 -.040636 .0232069
age_lwt
| .0000561 .0006749 0.08 0.934 -.0012666 .0013788
_cons
| 1.186736 2.124989 0.56 0.577 -2.978165 5.351637
------------------------------------------------------------------------------
. inteff low age lwt age_lwt
Probit with two continuous variables interacted
(0 observations deleted)
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
_probit_ie | 189 .0000473 7.14e-06 .0000265 .0000548
_probit_se | 189 .0002247 .0000631 .0000304 .0002841
_probit_z | 189 .2615582 .2009778 .1001468 1.322986
. margins, dydx(_all)
Average marginal effects Number of obs = 189
Model VCE : OIM
Expression : Pr(low), predict()
dy/dx w.r.t. : age lwt age_lwt
------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95%
Conf. Interval]
-------------+----------------------------------------------------------------
age
| -.0108404 .0306064 -0.35 0.723 -.0708278 .0491469
lwt
| -.0029809 .0055547 -0.54 0.592 -.0138679 .0079061
age_lwt
| .0000192 .0002308 0.08 0.934 -.0004332 .0004715
------------------------------------------------------------------------------
On Sat, Dec 29, 2012 at 11:16 PM, Christopher Baum <[email protected]> wrote:
> <>
> Erasmo said
>
> Does - margins, dydx(_all) - also handle the interaction of two
dummy variables?
>
> Yes. ht (hypertension, yes/no) and smoke (yes/no) are such, and
interacted in the model below. Notice that each has a positive main
effect on low bw, but if they appear together the effect is,
strangely enough, reduced (although the negative interaction
coefficient is not distinguishable from zero).
>
> probit low c.age##i.race i.ht##i.smoke
> margins, dydx(_all)
>
>
>
> 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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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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