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st: probit with interaction dummies (significance and marginal effects)


From   Andrea Bennett <mac.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: probit with interaction dummies (significance and marginal effects)
Date   Thu, 17 Jul 2008 16:12:06 +0200

Dear all,

I am a little confused after reading multiple posts from the Statalist how I can make sure I do interpret interaction dummies correctly when using a probit estimation. For example I would like to estimate - male*low_education-, -male*mid_education- and -male*high_education- in a probit model. But, in this article posted on Statalist (http://www.stata.com/statalist/archive/2005-07/msg00559.html ) it says that "surprisingly, the sign may be different for difierent observations. The statistical significance cannot be determined from the z-statistic reported in the regression output." Does this really mean that even if the interaction dummy shows a P-value of "0.000" I cannot take it for being significant?
The authors then state that one should instead use -inteff- for these kind of tests. But another article on the Statalist (http://www.stata.com/statalist/archive/2008-03/msg00549.html ) says that -inteff- cannot do interactions like the one above and refers back to -mfx- or -margeff-.

So, if anyone knows an easy to understand procedure how I can tell that an interaction dummy in a probit estimation is significant and additionally how I can compute marginal effects for it, that would be great. I'm rather new to probit estimations, so solid but not all too fancy solutions would be preferred (if there are any).

Many thanks for your considerations,

Andrea
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