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st: problem with the inteff command

From   Jochen Späth <>
To   <>
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

This problem was on statalist in April 2006, but as far as I see there was no solution provided. (see Does anybody have an idea how to solve my problem?


Thank you for your help!


Jochen Späth
Institut für Angewandte Wirtschaftsforschung (IAW) Tübingen
Ob dem Himmelreich 1
72074 Tübingen
Tel.: 07071/9896-14
Fax : 07071/9896-99

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