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RE: st: Interpreting Marginal Effects with Interaction Terms in Non-Linera Models


From   Paul GERRANS <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: Interpreting Marginal Effects with Interaction Terms in Non-Linera Models
Date   Wed, 9 Dec 2009 06:17:01 +0800

Thanks Maarten. A big lead for me. Appreciate the help.
Paul
________________________________________
From: [email protected] [[email protected]] On Behalf Of Maarten buis [[email protected]]
Sent: Tuesday, 8 December 2009 10:16 PM
To: [email protected]
Subject: Re: st: Interpreting Marginal Effects with Interaction Terms in Non-Linera Models

--- On Tue, 8/12/09, Paul GERRANS wrote:
> I am looking for extensions to the inteff.ado file of
> Norton which was devloped for a logistic estimator with one
> interaction term. Specifically:
> - Is there an update which can estimate marginal effects
> when there is more than one interaction term for a logistic
> estimator?
> - Is there an update which can estimate marginal effects
> with multiple interaction terms for a multinomial model?

I have 2 comments:
1) You can probably get those with the new -margins- command in official
Stata.
2) The easiest sollution is not to use marginal effects but odds ratios or
relative risk ratios. The whole problem that -inteff- tries to solve
doesn't exist for those measures.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------




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