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From | Erik Aadland <erikaadland@hotmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: Marginal effects of interaction term following xtlogit, pa |
Date | Tue, 28 May 2013 10:48:01 +0000 |
Dear Statalist. I have estimated a logit model on an unbalanced panel data set using xtlogit, pa. The model is specified as follows: xtlogit y x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11 c.x12##c.x13 baseline, noconst pa eform vce(robust) The influence of x13 on x12 is of primary interest. x12 is a variable ranging from 0-6 where 0 is a meaningful value. x13 is ranging from 0-2 where 0 is a meaningful value. Therefore, I do not mean center the variables. A reviewer suggested that I compute marginal effects and confidence intervals for the interaction term. I have computed the following: margins, dydx(x12) at(x13 = (0(1)2)) level(95) marginsplot, ylin(0) This code produces a marginal effects plot for the interaction term with confidence intervals. Now, the question is: Is this marginal effects plot meaningful/correct following this logit model? I have read many of Maarten's posts on the list regarding logit models and interactions. I have also used his Statatip 87 (exponentiating the coefficients) in my model. I have a nagging feeling that I am missing something here. Any input or comments are much appreciated. Kind regards, Erik. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/