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


From   wying1@umbc.edu
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: interpret the marginal effect of interaction term in logit model
Date   Thu, 21 Apr 2005 14:03:46 -0400 (EDT)

Dear Maarten,

I am looking into the threads you provided. Just want to clear things a
little bit.  When you say "yes" when B1 and B3 are "raw" output, what do
you mean "raw"? Is "mfx compute" relevant or not?


Ying



> 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: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of wying1@umbc.edu
> Sent: donderdag 21 april 2005 7:36
> To: statalist@hsphsun2.harvard.edu
> 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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Ying Wang
Ph.D. Candidate
Department of Public Policy
University of Maryland, Baltimore County
1000 Hilltop Circle,
Baltimore, MD 21228
Tel(O): 410-455-6531
Tel(H): 410-747-6980
Fax: 410-455-1172
Email: wying1@umbc.edu


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