Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: interpret the marginal effect of interaction term in logit model
Date   Thu, 21 Apr 2005 21:51:23 +0200

Dear Ying,

When I use interactionterms within logistic regresion, I use the standard way of dealing with interactionterms on the output of -logit- itself before any other computation, like computing odds ratio's or marginal effects. This is what I meant with "raw" output. Since I often use many and/or complicated interactionterms I often do the computations by 'hand', well write code like those in the threads I refered to earlier, and not use -mfx- or the like. 

Maarten


-----Original Message-----
From:	owner-statalist@hsphsun2.harvard.edu on behalf of wying1@umbc.edu
Sent:	Thu 4/21/2005 8:03 PM
To:	statalist@hsphsun2.harvard.edu
Cc:	
Subject:	Re: st: RE: interpret the marginal effect of interaction term in      logit model
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
>
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>


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


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



<<winmail.dat>>




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index