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Re: Antwort: Re: st: Interaction terms


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Antwort: Re: st: Interaction terms
Date   Mon, 04 Apr 2011 10:18:31 -0500

At 04:08 AM 4/4/2011, Justina Fischer wrote:
well, as suggested by Maarten, I would employ the mlogit estimator and then use the margins command for interpretation of the interaction terms.

Justina

Of course, the margins command doesn't even report anything for the interaction effect (at least if you've correctly specified the model using factor variables.) To see what I mean, try something like

use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear
logit  warmlt3 i.yr89 i.male i.white age ed prst i.yr89#c.age
margins, dydx(*)

That makes more sense to me anyway -- the interaction term can't change without the variables that are used to compute it also changing. Basically, the old mfx command gave incorrect results for interaction effects, while the new margins command gives you no results. Still, people keep on asking for marginal effects and standard errors specific for the interaction term, and I don't quite understand why.


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Richard Williams, Notre Dame Dept of Sociology
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