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Antwort: Re: Antwort: Re: st: Interaction terms


From   Justina Fischer <JFischer@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   Antwort: Re: Antwort: Re: st: Interaction terms
Date   Mon, 4 Apr 2011 17:41:45 +0200

Hi

you are in principle, right (and we had this discussion before)

but: margins will give you the total effect for specified values of the interacting variable

in a non-linear model, this is quite neat as calculation by hand is possible but time-consuming 


-----owner-statalist@hsphsun2.harvard.edu schrieb: -----

An: statalist@hsphsun2.harvard.edu
Von: Richard Williams <richardwilliams.ndu@gmail.com>
Gesendet von: owner-statalist@hsphsun2.harvard.edu
Datum: 04.04.2011 05:18PM
Thema: Re: Antwort: Re: st: Interaction terms

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.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
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