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From |
"Erasmo Giambona" <e.giambona@gmail.com> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
st: nlcom code for marginal effect on interaction of continuos variables after clogit |

Date |
Thu, 24 Jul 2008 08:18:35 -0400 |

Dear Statalisters, I have a panel dataset with a (0,1) dependent variable (d), where d=1 means that the firm has merged with another firm. The model looks as follows: dit = axit + byit + c(xit*yit) + fzit + gwit + ei, where xit, yit, zit, wit are continuous independent variables for firm i at time t, and (xit*yit) is the interaction of these two continous variables. I am estimating the model with clogit. I am interested in gaining some insights on the marginal effects of the interaction terms. In particular, I would like to see what is the percentage point increase in the probability of a merger as x increase by 1 standard deviation (or 1 percentage point), y is set at its 75th percentile and the remaining two regressors (e.g., z and w) are set at their sample mean. I understand that this is not an easy task. I found a thread (e.g., "clogit marginal effects?") in Statalist where Arne Risa Hole provides an nlcom that could be used after clogit, but it does not fit what I need. Can anyone provide any help on the nlcom code needed to obtain the result that I am looking for? Thanks, Erasmo * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: nlcom code for marginal effect on interaction of continuos variables after clogit***From:*"Arne Risa Hole" <arnehole@gmail.com>

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