Dear Zhang Shuang:
I cannot correct your command since you have not given it to us, or the exact error message. But calculating marginal effects with interaction terms is a FAQ: see: http://www.stata.com/support/faqs/stat/mfx_interact.html and threads started with http://newwww.stata.com/statalist/archive/2004-11/msg00254.html and http://www.stata.com/statalist/archive/2004-11/msg00346.html . These contain lots of example code that might help.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of shuang zhang
Sent: vrijdag 2 december 2005 17:04
To: [email protected]
Subject: st: predictnl for effects and se of interaction terms in probit model
Hi,
In my probit model, I have independent variables X1,X2,X3,X4,M, and the
interaction terms X1*M, X2*M, X3*M, X4*M. I want to estimate the marginal
effects of these variables, especially that of interaction terms. I know the
command "predictnl" may help me to get right marginal effect and se.
However, when I do the command with all these variables above, I meet
problems.
1, I can get marginal effect and se of X1,X2,X3,X4,M by "predictnl".
2, When I want to estimate the interaction terms and write the command for
them, the STATA report that my expression of "predictnl" is too long!
3, For a check, I use just X1,X2,X3,M and X1*M, X2*M, X3*M, which including
three interaction terms. I can get the marginal effect and se of interaction
terms by "predictnl". But I can't get results when I add X4 and have four
interaction terms, where STATA told me my expression was too long.
I am rather confused by "predictnl". I am sure my command writtened
correctly, but it can't work when I have four interaction terms!
Any advice on this problem is welcome!
Thanks very much!
Cheers,
Zhang Shuang
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