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Re: st: oprobit marginal effects with interactions


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: oprobit marginal effects with interactions
Date   Sun, 8 Feb 2009 15:25:25 +0000 (GMT)

--- On Sun, 8/2/09, Zohal Hessami <zohal_hessami@gmx.de> wrote:
> Since Mr. Williams just pointed out that inteff can only be
> used for binary logit or probit, can anyone tell me how to
> calculate these marginal effects for ordered probit
> estimations?

The general formulas are in E. C. Norton, H. Wang, and C. Ai. 2004. Computing interaction effects and standard errors in logit and probit models. The Stata Journal, 4(2): 154--167.
http://www.stata-journal.com/article.html?article=st0063 .

You can either program them yourself, or find somebody else to do it for you (not me, I am currently in process of finishing my dissertation and emigrating...)

-- 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/
-----------------------------------------


      

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