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Re: st: Interaction terms


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Interaction terms
Date   Mon, 4 Apr 2011 08:25:12 +0100 (BST)

--- On Mon, 4/4/11, josephine gakii wrote:
> I am using multinomial probit with an interaction term in
> it. I would like to compute standard errors for meaningful
> interpretation of my results that have an interaction
> term.  
> 
> I have tried using the -inteff- command in STATA but it
> seems to support only the binary logit and probit. i have
> also tried the CLARIFY command in STATA but it does not
> support multinomial probit 
> 
> Is there a command that can handle interaction terms in
> multinomial probit? 

I am assuming you used the official Stata program -mprobit-.
In that case there isn't much added value of using -mprobit-
over using -mlogit-, as the error terms are assumed to be
uncorrelated. If this does not worry you, than I would go
for -mlogit- and interpret the relative risk ratios as 
discussed in: 

M.L. Buis (2010) "Stata tip 87: Interpretation of interactions
in non-linear models", The Stata Journal, 10(2), pp. 305-308.

If you want to include correlated error terms, then you 
first need to think about identification, e.g. through 
alternative specific variables as implemented in -asmprobit-.
After that you'll probably need to compute the appropriate
marginal effects for the interaction terms manually using
either -nlcom- or -predictnl-. Those programs will than compute
the standard errors (using the delta method) for you.

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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