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st: re: multiple interaction effects after probit


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: multiple interaction effects after probit
Date   Mon, 23 Nov 2009 22:34:59 -0500

<>
Duha said


I'm estimating a probit model as depicted below:

Y = F( b1 X1+ b2 X2 + b3 X3 + b13 X1*X3 + b23 X2*X3 + B Z )

X1 X2 and X3 are dummy variables, Z is a matrix of other controls.

I'm interested in these two interaction effects. I know Stata's mfx
command cannot give me correct effects.


-margins- will do it just fine.

webuse nlsw88
probit married (collgrad smsa)#south  wage hours
margins, dydx(_all)

many other marginal effects can be computed with -margins- (e.g., the effect of a dummy interacted with a continuous variable, identified as such).

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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