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Re: st: Poisson model with interaction term


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Poisson model with interaction term
Date   Tue, 26 Feb 2008 07:45:03 +0000 (GMT)

The formulas can be found in section 2.3 here:
http://www.unc.edu/%7Eenorton/NortonWangAi.pdf

Where in case of a poisson with a standard link function:
F(u)=exp(u); f(u)=F'(u)=exp(u); f'(u)=F''(u)=exp(u)

Hope this helps,
Maarten

--- Lloyd Dumont <lloyddumont@yahoo.com> wrote:

> Actually, I am running count models on panel data
> using xtpoisson and xtnbreg, but have the exact same
> question.  (But mine really does include a count as a
> dep var.)  How do I make sense of the interaction
> term?  I am fairly sure I cannot just add the
> coefficients of main effects and two-way interactions
> in this case.  I don't even think I can take the
> significance of the coefficient on the interaction
> term seriously. 
> 
> Thanks as always.  Lloyd Dumont  
> --- agostino@unical.it wrote:
> 
> > thank you Maarten, hence I can simply apply the
> > linear case formulas...
> > 
> > thanks again
> > Maria
> > Citazione Maarten buis <maartenbuis@yahoo.co.uk>:
> > 
> > > --- agostino@unical.it wrote:
> > > > I’m estimating a Poisson model, which includes
> > an interaction term 
> > > > and I need to compute the impact (marginal
> > effect) of x1 on lnY.
> > > >
> > > > I have found on SJ an article “Computing
> > interaction effects and
> > > > standard errors in Logit and Probit models”, by
> > Norton, Wang and Ai
> > > > (2004), who warn that for nonlinear models 
> > > <snip>
> > > >  Please notice that my interest is  computing
> > the effect of x1 on lnY
> > > > ,  I’m not interested in the marginal effect of
> > the interaction term,
> > > > nor in the effect of  x1 on E(Y), because my
> > dependent variable is
> > > > not a count.
> > > <snip>
> > > 
> > > If you are only interested in the effect on ln(y)
> > than it is no longer
> > > a non-linear model, so the article by Norton et
> > al. is no longer
> > > relevant. 
> > >  
> > > -- Maarten
> > > 
> > > -----------------------------------------
> > > Maarten L. Buis
> > > Department of Social Research Methodology
> > > Vrije Universiteit Amsterdam
> > > Boelelaan 1081
> > > 1081 HV Amsterdam
> > > The Netherlands
> > > 
> > > visiting address:
> > > Buitenveldertselaan 3 (Metropolitan), room Z434
> > > 
> > > +31 20 5986715
> > > 
> > > http://home.fsw.vu.nl/m.buis/
> > > -----------------------------------------
> > > 
> > > 
> > >      
> >
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-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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