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

[Richard Williams <richardwilliams.ndu@gmail.com>]

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 <kit.baum@bc.edu> 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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>
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
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