[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: re: multiple interaction effects after probit

From   Kit Baum <>
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 Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index