# Re: st: nlcom code for marginal effect on interaction of continuos variables after clogit

 From "Arne Risa Hole" To statalist@hsphsun2.harvard.edu Subject Re: st: nlcom code for marginal effect on interaction of continuos variables after clogit Date Fri, 25 Jul 2008 11:21:17 +0100

```Erasmo,

You cannot calculate marginal effects following a fixed effects logit,
with or without interactions, since the fixed effects are not
estimated. See for instance the following thread:

http://www.stata.com/statalist/archive/2005-10/msg00464.html

Note that my -nlcom- code did not relate to the fixed effects logit
but to McFadden's choice model which is equivalent computationally but
very different conceptually.

Arne

On 24/07/2008, Erasmo Giambona <e.giambona@gmail.com> wrote:
> 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/
>
*
*   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/
```