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RE: st: Interaction terms in a logit model


From   "Daniel Schneider" <daniel.schneider@stanford.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Interaction terms in a logit model
Date   Sat, 19 Mar 2005 09:36:40 -0800

Thanks Maarten,

But, is that really different from doing

When drep==0
prgen price, x(drep=0 drepXprice=0) f(3290) t(16000) 

And a loop for all values of price using 
prvalue, x(drep=1 price=$value drepXprice=$value) 
When drep==1

And then using both results to generate the graph (sorry, my stata
programming skills are pretty non-existent, the previous lines is meant
as a a general statement not Stata code)?

Or, more specifically: is this enough to take into consideration the
issues raised by Norton, Wang, Ai?

Daniel


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of maartenbuis
> Sent: Saturday, March 19, 2005 1:40 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Interaction terms in a logit model
> 
> 
> --- "Daniel Schneider" <daniel.schneider@s...> wrote:
> > My problem is that I would like to just do a -predict- command, 
> > generate some simple graphs that show the different behavior of the 
> > predicted probability depending on the manipulation of the two 
> > variables (e.g., if X2 is a binary dummy, I would get two lines 
> > running from left to right, when the yaxis is my predicted 
> probability 
> > and the xaxis is every value that X1 can take).
> 
> One way to do just that is to do it manually like in the code 
> below. The predicted probability whithin a logistic regression is
> exp(xb)/(1+exp(xb)) In the example xb is _b[_cons]+_b[price] 
> if drep==0 and _b[_cons]+_b[price]+_b[drep]+_b[drepXprice]*x 
> if drep==1.
> 
> clear
> sysuse auto
> gen drep = rep78>=4
> gen drepXprice = drep*price
> logit foreign price drep drepXprice
> sum price 
> twoway function y = exp(_b[_cons]+_b[price]*x)/ /* 
>       */ (1+exp(_b[_cons]+_b[price]*x)), range(3290 16000) || /*
>    */ function y = exp(_b[_cons]+_b[price]*x + _b[drep] +  /* 
>       */ _b[drepXprice]*x) / /* 
>       */ (1+exp(_b[_cons]+_b[price]*x + _b[drep] +  /* 
>       */_b[drepXprice]*x)), range(3290 16000) /*
>       */ ytitle("Pr(foreign)") xtitle("price in $") /*
>       */legend(label(1 "drep=0") label(2 "drep=1"))
> 
> Hope this helps,
> Maarten
> 
> 
> 
> 
> 
> 
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