[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Pek-Hooi Soh" <phsoh22@gmail.com> |

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

Subject |
RE: FW: st: mfx after xtnbreg and how to compute predicted Y |

Date |
Mon, 20 Oct 2008 15:47:14 -0700 |

Hi Maarten, Thanks so much for your detailed explanations, which help me understand stata and the technique of interpreting coefficients in nonlinear models with interaction terms. To my limited knowledge, few published papers discuss such technique in details, so I really appreciate your input. But according to your model x2prime x2primeXx3, you stated a3 as the effect of x3, do you mean a4 according to this exp(a1 + a2 x2 + a3 x3 + a4 x2Xx3 )? Similar to your suggestion, in fact I have mean centered both X2 and X3 and created a new variable (x2-r(mean))*(x3-r(mean)). Mean centred variables are supposedly easier to interpret in my case, according to Echambadi and Hess (2007, Marketing Science). Using your notation, I have the model a1 + a2 x2prime + a3 x3prime + a4 x2primeXx3prime, in this case, is it a4 alone or (a3 + a4) as the marginal effect of x3? With regard to your suggestion about finding the change in predicted y for a standard deviation change in x3 , I want to try diving x3 by its standard deviation, do I do it with x3prime/(s.d. of x3prime) in both single and interaction term? Cheers, Pek -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis Sent: October-20-08 11:14 AM To: statalist@hsphsun2.harvard.edu Subject: Re: FW: st: mfx after xtnbreg and how to compute predicted Y --- Pek-Hooi Soh <phsoh22@gmail.com> wrote: > Two follow up questions: 1) to calculate the marginal effect for a > two-way interaction term. Do I run IRR option and take the IRR > coefficients to compute the effect, equivalent to (a3 + a4 x2) as > follow? > > Say, E[y | x] = exp(a1 + a2 x2 + a3 x3 + a4 x2Xx3 ) > > Then the proportionate change in the conditional mean due to a > one-unit change in x3 equals (a3 + a4 x2). An interaction effect implies that there is no single effect of x3, but as many effects as there are values of x2. If you still want to present a single effect of x3 then you will have to choose to fix the value of x2 at some value, for instance the mean. The easiest way to do that is to scale x2 in such a way that it is zero at that value. If you want to know the effect of x3 when x2 has it's average value then you can create a new variable x2prime in the following way: sum x2 if !missing(x3, y) gen x2prime = x2 - r(mean) gen x2primeXx3 = x2prime * x3 And include x2prime x2primeXx3 in your model instead of x2 and x2Xx3. a3 is now the effect of x3 when x2 has it's average value. > 2) I need to compute > Y2(X1 | other_X_at_mean_value) > Y1(X1+1std_dev | other_X_at_mean_value) > calculate Y2-Y1. > > How do I use the options predict to have the values X1 and X1 + 1 std > dev ? see -help lincom- and -help adjust-. Alternatively you can devide x1 by it's standard deviation and you will get with -irr- the incidence ratio for a standard deviation change in x1. -- Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room N515 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- Send instant messages to your online friends http://uk.messenger.yahoo.com * * 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/

**Follow-Ups**:**RE: FW: st: mfx after xtnbreg and how to compute predicted Y***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**FW: st: mfx after xtnbreg and how to compute predicted Y***From:*"Pek-Hooi Soh" <phsoh22@gmail.com>

**Re: FW: st: mfx after xtnbreg and how to compute predicted Y***From:*Maarten buis <maartenbuis@yahoo.co.uk>

- Prev by Date:
**st: error movestay** - Next by Date:
**st: Bug?** - Previous by thread:
**Re: FW: st: mfx after xtnbreg and how to compute predicted Y** - Next by thread:
**RE: FW: st: mfx after xtnbreg and how to compute predicted Y** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |