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RE: Re: st: Logistic Interaction Effect

From   =3D?iso-8859-1?Q?Johan_Hellstr=3DF6m?=3D <>
To   <>
Subject   RE: Re: st: Logistic Interaction Effect
Date   Tue, 27 Mar 2007 13:28:06 +0200

To clarify what Maarten says, it does not only "make sense to have all
"lesser" interaction in the equation, rather it is a requirement to include
all additive terms and lower order interaction terms in order to estimate a
correct model. Excluding any of them is the same as pegging those
coefficients to zero, which may have severe impact on the remaining

Johan Hellstr=F6m

--- Ismail Ait Saadi <> wrote:
> I am using logistic model which consisits of 6 variables with 4
> intercation terms:
> the fist with 3 factors ( x1*x2*x3)
> the second with 2 factors (x1*x2)
> the third with 2 factors (x4*x5)
> the fourth with 3 factors (x1*x2*x6)
> So the model would be like this:
> logit (p)=3D b1x1+b2x2+b3x3+b4x4+b5x5+b6x6 +b7(
> x1*x2*x3)+b8(x1*x2)+b9(x4*x5)+b10(x1*x2*x6)
> I know that inteff command can be used only when there are two
> variables interacting with each other, but in my case I need to find
> interaction term and effect of three. furthermore there is more than
> one interaction in the model (4 interactions).

-inteff- will compute marginal effects, but you can just estimate the
model with -logit- by creating the interaction using -generate-. e.g.
the first interaction term could be generated with:

gen x1Xx2Xx3 =3D x1*x2*x3

Alternatively have a look at -findit xi3-.

The big problem with three way interactions is how to interpret the
results. One thing that always helps is to make sure that the value
zero for each x is meaningfull, e.g. the mean for a continuous
variable, or one category for a dichotomous variable (i.e. don't code
gender as 1 male, 2 female, but as 0 male, 1 female) Furthermore it
often makes sense to have all ``lesser'' interactions in there as well
(so also x1*x3, x2*x3, x1*x6, and x2*x6)

Hope this helps,


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