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st: RE: RE: marginal effects and interactions


From   "Shinogle, Judy" <shinogle@cop.sc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: marginal effects and interactions
Date   Fri, 2 Apr 2004 10:52:38 -0500

oops I meant to type University of North Carolina -  freudian slip!
Edward Norton - UNC - School of Public Health - he has a nice paper on interactions in nonlinear models
sorry about that!
judy

	-----Original Message----- 
	From: Javier Escobal [mailto:jescobal@grade.org.pe] 
	Sent: Thu 4/1/2004 7:30 PM 
	To: statalist@hsphsun2.harvard.edu 
	Cc: 
	Subject: st: RE: marginal effects and interactions
	
	

	Hi to all
	
	Any idea how can this be done for the marginal effects in a probit model?
	
	regards
	
	Javier
	
	> -----Mensaje original-----
	> De: owner-statalist@hsphsun2.harvard.edu
	> [mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de
	> Scott Merryman
	> Enviado el: Jueves, 01 de Abril de 2004 06:48 p.m.
	> Para: statalist@hsphsun2.harvard.edu
	> Asunto: st: marginal effects and interactions
	>
	> Chip Hunter <Lhunter@bus.wisc.edu> kindly pointed out to me
	> off-list that one can easily obtain the marginal effects and
	> standard errors for linear models using -lincom-
	>
	> For example:
	>
	> . sysuse auto
	> (1978 Automobile Data)
	>
	> . gen mpgXprice = mpg*price
	>
	> . gen mpgXgear = mpg*gear
	>
	> . qui reg weight mpg price gear mpgX*
	>
	> . qui sum price if e(sample)
	>
	> . local mean1 = r(mean)
	>
	> . qui sum gear if e(sample)
	>
	> . local mean2 = r(mean)
	>
	> . lincom mpg + mpgXp*`mean1' + mpgXg*`mean2'
	>
	>  ( 1)  mpg + 6165.257 mpgXprice + 3.014865 mpgXgear = 0
	>
	> --------------------------------------------------------------
	> ----------------
	>       weight |      Coef.   Std. Err.      t    P>|t|    
	> [95% Conf. Interval]
	> -------------+------------------------------------------------
	> ----------
	> -------------+------
	>          (1) |  -73.55893   10.69451    -6.88   0.000   
	> -94.89949   -52.21836
	> --------------------------------------------------------------
	> ----------------
	>
	>
	> Scott
	>
	> *
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	>
	
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