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Re: st: Marginal Effects for Logistic Mulitlevel Model withInteractionTerms


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Marginal Effects for Logistic Mulitlevel Model withInteractionTerms
Date   Mon, 30 Aug 2010 09:50:42 +0000 (GMT)

--- On Mon, 30/8/10, Richard Williams wrote:
> I notice that, unlike -mfx-, the new -margins- command does
> not even  report marginal effects for interaction terms, e.g.
> 
> sysuse auto
> logit foreign price mpg c.mpg#c.price, nolog
> margins, dydx(*)
> 
> This makes sense to me: the interaction term can't change
> unless one of its component terms changes. So, the marginal
> effects for price and mpg incorporate the effect caused by
> the interaction term.
> 
> So, does this mean that marginal effects of interaction
> terms are no longer an issue because Stata is now handling
> them correctly, blending in the interaction effects with the
> main effects? Or, would people still want to (somehow)
> compute a marginal effect for the interaction term?

It is certainly an improvement, but the reason for including an
interaction term is that one believes that the effect of one
variable changes when another variable changes. There are 
certainly cases where the substantive interest is in how 
strong this change is, for example:

is the effect of education stronger for men or for women?
has the effect of parental social class decreased over time?

Those are cases where you want to know the change in effect
of one variable (education, parental social class) when 
another variable changes (gender, time). So in those cases
you want some quantification of the size of the interaction
effect.

-- Maarten

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

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


      

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