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Re: st: ordered logit (was: marginal effects in random effects ordered probit using GLLAMM)


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ordered logit (was: marginal effects in random effects ordered probit using GLLAMM)
Date   Sat, 1 Mar 2008 03:11:10 +0000

Maarten Buis replied to Adrian de la Garza:

>  > Also, do you guys know of another source discussing the
>  > interpretation of interactions in non-linear models like ordered
>  > logit? Is it the same as in standard OLS?
>
>
> This is discussed in: Edward C. Norton, Hua Wang, and Chunrong Ai
>  (2004) "Computing Interaction Effects and Standard Errors in Logit and
>  Probit Models" The Stata Journal, 4(2), pp. 154--167.
>
>  http://www.unc.edu/%7Eenorton/NortonWangAi.pdf

But note also the many pitfalls of estimating such models when
employing interaction effects, as described initially by Allison
(1999) and - now - by a supporting cast of thousands.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Thanks!]

Allison PD (1999) "Comparing Logit and Probit Coefficients Across
Groups", Sociological Methods and Research 28(2), 186-208.
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