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st: Interaction with squared variable


From   Giuseppe Cappelletti <[email protected]>
To   [email protected]
Subject   st: Interaction with squared variable
Date   Tue, 13 Oct 2009 16:12:26 +0200

I would like to estimate an orderd probit model with the following
specification:

Prob(y=1) = x + a*gender + b*x + c*x^2 + d*gender*x^2

I tried the following command:

oprobit  y  ///
   i.gender   ///
   c.x   ///
   c.x#c.x  ///
   i.gender#(c.x#c.x)

but it does not work. After the estimation I would like to compute the
marginal effect (considering both the squared and interaction term).

Thanks in advance

Giuseppe

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