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, statalist.org is already up and running.


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

st: interactions in non-linear models


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: interactions in non-linear models
Date   Sat, 19 Jun 2010 16:28:43 +0200 (CEST)

Dear Statalist
is it correct to say that, when testing interaction effects in dichotomous dependent variables:

- one can use logistic regression instead of logit, and the coefficient express the effects on a multiplicative scale

- the significance of interaction coefficient is tested ONLY by looking at the significance of the interaction coeffiicent itself, with no need to calculate the marginal effects using inteff by Ai and Norton, 2003

- by presenting the effects on a multiplicative scale, the logistic regression allows to test interaction effects AND to control for differences in baseline odds.

I ask you this as an interpretation of the Stata tip : interpretation of interactions in non-linear models, by Maarten Buis.

Last question: in other words, if I test an interaction (or multiple interactions at the same time!) using logistic (instead of logit) and the interaction coefficients are are - says - positive and significant, can I be safe that the interactions are positive and significant? And what does this says to me (as compared to logit model, which needs inteff)? what's the difference in interpretation?

thanks a log..ops.. a lot! 

---
Il messaggio che segue e' inserito automaticamente dal server di posta
dell'Universita' Bocconi.

Il 5 per mille per gli studenti meritevoli della Bocconi.
E' un atto volontario, non costa nulla e non sostituisce l'8 per mille.
Scegli Bocconi: codice fiscale 80024610158.

Please note that the above message is addressed only to individuals
filing Italian income tax returns.
---

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index