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st: -intgph- updated on SSC


From   Dan Blanchette <dan.blanchette@duke.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: -intgph- updated on SSC
Date   Thu, 23 Jul 2009 11:58:23 -0400 (EDT)

Dear Statalist Members,
Thanks to Kit Baum, an updated version of the Stata package -intgph-
is now available for download on SSC.

The Stata package -intgph- on SSC Employs King et al.'s (2000)
simulation-based approach to interpret interaction effects in selected
nonlinear models and presents the results graphically in the manner
suggested in Zelner (2009)

 . ssc install intgph, replace

Description
-intgph- estimates a selected nonlinear model that includes a multiplicative interaction term, and uses simulated parameters generated by King et al.'s (2000) -estsimp- command (part of the "Clarify" suite of commands) to evaluate and graphically portray the effect of one interacted variable conditional on different values of the other interacted variable. The first interacted variable must be continuous and the second interacted variable (whose effect is assessed conditional on the first interacted variable) may be either continuous or binary. Neither of the interacted variables should appear in a higher-order term in the model. Currently supported models include -logit-, -probit-, -poisson- and -nbreg-

The default chart produced by -intgph- is the type illustrated in Zelner (2009). The y-axis of the chart measures the change in the predicted probability of a positive outcome (for -logit- and -probit- models) or incidence (for -poisson- and -nbreg- models) associated with a discrete change in the value of the second interacted variable. -intgph- plots this quantity and (by default) the confidence interval that surrounds it against the observed range of values of the first interacted variable, measured on the x-axis. Alternatively, -intgph- can also produce a chart showing the predicted values themselves (rather than the difference in predicted values). -intgph- optionally creates a series of new variables that can be used to produce additional charts or conduct hypothesis tests.


Here's the help page in html format:
 http://fmwww.bc.edu/repec/bocode/i/intgph.html


Let us know if you have any questions,

Bennet A. Zelner
Assistant Professor of Strategy
Duke University's Fuqua School of Business
bzelner@duke.edu

Dan Blanchette
Research Associate
Center for Entrepreneurship and Innovation
Duke University's Fuqua School of Business
dan.blanchette@duke.edu

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