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From |
<I.Roland@lse.ac.uk> |

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

Subject |
st: RE: AW: RE: AW: computing interaction effects after xtprobit |

Date |
Thu, 9 Apr 2009 17:13:54 +0100 |

Hello Martin, Following your advice below, I used predictnl in order to get the whole vector of predictions. predictnl linearpred = _b[_cons] + _b[cont1]*cont1+ _b[cont2]*cont2+ _b[inter]*inter+ _b[cont3]*cont3 predictnl coef = _b[inter] - (_b[cont1]+_b[inter]*cont2)*(_b[cont2] + _b[inter]*cont1)*(linearpred) I then computed the interaction effect as follows predictnl interact = coef*(normden(linearpred)) This works fine. I would like to compute the significance of this interaction effect. Can options of the predictnl command be used for that (eg p() )? Thanks for your advice! ________________________________ From: owner-statalist@hsphsun2.harvard.edu on behalf of Martin Weiss Sent: Tue 31/03/2009 12:18 To: statalist@hsphsun2.harvard.edu Subject: st: AW: RE: AW: computing interaction effects after xtprobit <> I am not an expert in these issues so you should pay closer attention to Austin`s remarks than mine. What I do understand from your code sample is that you are trying to store a vector of values in a -local- which is bound to end in tears. Take the line *** local coef = _b[inter] - (_b[cont1]+_b[inter]*cont2)*(_ ... **** What is Stata supposed to make of "cont2"? By default, it assumes the first value of "cont2", multiplies out the product with the coefficients you specified and stores this _one_ value in the local. This may be what you want, but I doubt it. If you want the whole vector of predictions, use -predict- itself. You may also want to look at -adjust- as a front-end for -predict-. See Brian`s http://www.stata.com/support/faqs/stat/adjust.html Incidentally, you are right that you cannot take shortcuts such as "*" in these calculations but have to spell them out. -h unab- may be your friend in preprocessing a -varlist-... HTH Martin Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von I.Roland@lse.ac.uk Gesendet: Dienstag, 31. März 2009 13:06 An: statalist@hsphsun2.harvard.edu Betreff: st: RE: AW: computing interaction effects after xtprobit Hi Martin/Austin Thanks for this. I am trying to replicate what -inteff- does with -predictnl- for my model. My variables are as follows: y binary dependent variable cont1 continuous independent variable cont2 continuous independent variable inter: cont1*cont2 cont3 continuous independent variable The RE probit is: xtprobit y cont1 cont2 inter cont3, i(group) Based on Norton and Ai (2004, p.158), I then use the following code to compute the interaction effect: local xb = _b[_cons] + _b[cont1]*cont1 + _b[cont2]*cont2 + _b[inter]*inter + _b[cont3]*cont3 local coef = _b[inter] - (_b[cont1]+_b[inter]*cont2)*(_b[cont2] + _b[inter]*cont1)*(_b[_cons] + _b[cont1]*cont1 +_b[cont2]*cont2 + _b[inter]*inter + _b[cont3]*cont3) predictnl interac = (`coef')*(normden(`xb')), se(se_interac) sum interac se_interac That runs fine but delivers a constant interaction effect. Forgive my ignorance, but could this be because it ignores the unobserved random effects? Alternatively, I would like to estimate a FE probit - same model as above but with indicator variables (identified by group in the RE model). This approach may be better since it is not possible to capture the unobserved random effects. I have a lot of indicator variables and would like to find an easy way to capture them in the code that I need to run to compute the interaction effect. It seems it is not possible to use the usual truncation * in the code (see code I tried below where ind* captures all the indicators). local xb = _b[_cons] + _b[cps]*cps + _b[rz]*rz + _b[cpsrz]*cpsrz + _b[share]*share + _b[ind*]*(ind*) Thanks a lot for your advice! ________________________________________ From: owner-statalist@hsphsun2.harvard.edu on behalf of Martin Weiss Sent: Fri 27/03/2009 17:07 To: statalist@hsphsun2.harvard.edu Subject: st: AW: computing interaction effects after xtprobit <> http://www.stata-journal.com/sjpdf.html?articlenum=st0063, page 156 says that you can replicate anything -ssc d inteff- does via -predictnl-. HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von I.Roland@lse.ac.uk Gesendet: Freitag, 27. März 2009 18:02 An: statalist@hsphsun2.harvard.edu Betreff: st: computing interaction effects after xtprobit Hello Statalisters, I would like to estimate a random-effects probit that includes an interaction term between two continuous independent variables. After the command 'probit', 'inteff' can be used to compute the correct interaction effects. However, it does not seem to work after 'xtprobit'. Does anyone know how to compute interaction effects after 'xtprobit'? Thanks in advance! Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm * * 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/ Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm * * 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/ Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm

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