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st: problem with the inteff command


From   Jochen Späth <jochen.spaeth@iaw.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: problem with the inteff command
Date   Tue, 4 Mar 2008 16:49:11 +0100

Dear List,

I try to estimate the interaction effect between two variables in a logit model. 

My model looks like this: Pr(y) = x1 + x2 + x1*x2 + X

x1 is a continuously variable, x2 is a dummy variable in some specifications, in others it is a continuously variable. x1*x2 is the interaction effect, X are several control variables.

To obtain the correct interaction effect, I use the inteff command provided as an ado-file by Norton, Wang, and Ai (2004) "Computing interaction effects and standard errors in logit and probit models", The Stata Journal 4, Number 2, pp. 154-167.

Unfortunately, in some specifications the inteff command doesn't work and displays following error message:

conformability error
r(503);

This problem was on statalist in April 2006, but as far as I see there was no solution provided. (see http://statacorp.com/statalist/archive/2006-04/msg00364.html). Does anybody have an idea how to solve my problem?

 

Thank you for your help!

Jochen

---
Jochen Späth
Dipl.-Volkswirt
Institut für Angewandte Wirtschaftsforschung (IAW) Tübingen
Ob dem Himmelreich 1
72074 Tübingen
Tel.: 07071/9896-14
Fax : 07071/9896-99
EMail: jochen.spaeth@iaw.edu
IAW-Homepage: www.iaw.edu


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