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st: inteff command for interaction terms in logit and probit models


From   S.Rasciute@lboro.ac.uk
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: inteff command for interaction terms in logit and probit models
Date   Tue, 05 Feb 2008 10:44:32 +0000

Hi, I would like to ask a question regarding the inteff command for interaction terms in logit and probit models. It is indicated in the paper by Norton, Wang and Ai (2004) that the varlist following inteff command must be the same as in the fitted logit or probit model and must include at least four variables: the dependent variable, independent variable 1, independent variable 2 and the interaction between independent variables 1 and 2. However, I use interaction terms without including variables that are interacted separatelly. I cannot use some of those variable separatelly because they do not vary among choice (individual-specific). Could you please suggest me how I could proceed. Thanks a lot. Simona
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