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st: RE: interpret the marginal effect of interaction term in logit model


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: interpret the marginal effect of interaction term in logit model
Date   Thu, 21 Apr 2005 10:30:56 +0200

Dear Ying,

The answer is yes if B1 and B3 are 'raw' output from your logit model, otherwise the answer is no.

Have a look at: http://www.stata.com/statalist/archive/2005-03/msg00643.html . Also, a similar question (about getting marginal effects for a quadratic term instead of an interaction term) was asked last year and got some useful answers (if I say so myself). The thread started with: http://www.stata.com/statalist/archive/2004-11/msg00254.html

Hope this helps,
Maarten

-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of [email protected]
Sent: donderdag 21 april 2005 7:36
To: [email protected]
Subject: st: interpret the marginal effect of interaction term in logit model

Dear listusers,

I have a quick question about the marginal effect of logit model.

Suppose I put black, female, and the interaction term of black and female
(blackfem) in the logit model, and use "mfx compute" to obtain the
marginal effects.  My dependent variable is a dichotomous variable:
person's working status.  My model is:

working status (Y) = B0 + black*B1 + female*B2 + blackfem*B3 + ... +
error term.

Regardless of the significance value, can I simply interpret B1-B3 as
what we do for OLS? If not, how did you interpret them in English?


Thanks in advance,
Ying



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