[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Estimate marginal effects with interaction terms in non-linnear models.
I'm beginner when it comes to using Stata (Stata 9). Currently I'm trying to estimate marginal effects with a logit model with 10 interaction terms (one continuous and one dummy). Furthermore one of the interaction terms is age sqr*male. Hence the use of -inteff- is not possible. I'm trying to learn how to use the -predictnl- command but have run into some difficulties. I tried to re-estimate the probit model that is to be found in "FAQ:I am using a model with interactions. How can I obtain marginal effects and their standard errors?" may 2004 at http://www.stata.com/support/faqs/stat/mfx_interact.html.
However when I estimate
local xb _b[turn]*`meantur' + /*
*/ _b[dum]*`meandum' + _b[td]*`meantur'*`meandum' + _b[_cons]
predictnl dydt = normden(`xb')*(_b[turn] + _b[td]*`meandum') in 1, se(set)
just after -predictnl- i get the error message
Surely the error is obvious and is staring right in my face but I have not yet found it. Does any one know where the misstake is?
Also, does any one know if there exists any command, like -inteff- by Norton et.al., 2004, The Stata Journal, but without its limits when it comes to number of interaction terms or non-linear terms? Predictnl feels a bit difficult for a beginner.
I like the grafical presentation of the interaction effects and z-statistics, found in -inteff-, and would like to do the same thing with my model.
Thanx and great having someone to ask
* For searches and help try: