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st: Estimate marginal effects with interaction terms in non-linnear models.


From   "Dozet Alexander" <Alexander.Dozet@skane.se>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Estimate marginal effects with interaction terms in non-linnear models.
Date   Mon, 5 Sep 2005 17:54:49 +0200

Hi folks!

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 
invalid syntax
r(198);
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

Kind regards 
Alexander Dozet



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