Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

Re: st: Identifying interaction effect in probit

Subject   Re: st: Identifying interaction effect in probit
Date   Tue, 30 Mar 2010 12:58:42 -0400

> --- On Tue, 30/3/10, Urmi Bhattacharya wrote:
> > I am using a probit model and a few of my regressors are
> > continuous but most of them are dummy variables(takes
> > value 1 or 0).I also have interaction term for the dummy
> > variables in the probit model.
> > how do i find the estimated change in probability of
> > success if associated with the interaction term.i.e if
> > the interaction term is [siginificant]

Maarten Buis reponded in part:

> This is actually a surprisingly hard question. There are
> two solutions: 
> 1) You could use -inteff-, which you can download by 
> typing in Stata -findit inteff- and follow the links and 
> the instructions. This approach is discussed in Edward 
> Norton, Hua Wang and Chunrong Ai (2004) "Computing 
> interaction effects and standard errors in logit and 
> probit models", The Stata Journal, 4(2), p.p. 154--167. 
> <>

For a different take on the issue, you might consider:

Mike Frone

Michael R. Frone, Ph.D.
Senior Research Scientist
Research Institute on Addictions
State University of New York at Buffalo
1021 Main Street
Buffalo, New York 14203

Office:    716-887-2519
Fax:        716-887-2477

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index