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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   Thu, 7 Apr 2011 10:48:08 +0100 (BST)

--- On Thu, 7/4/11, josephine gakii wrote:
> yes i used the official Stata program -mprobit-. Because my
> error terms are correlated i settled on -mprobit- which has
> four categories in the dependent variable . 

In that case -mprobit- is not the right method for you as it
assumes that the error terms are uncorrelated.

> i concur with Marteen 

Wrong double vowel, but you are not the first to make that 
mistake.

> that i have to use the delta method
> which gives the difference in the predicted probabilities.
> Unfortunately i am not conversant with the proposed
> -asmprobit-. could anyone please explain to me the
> -asmprobit-? 

It is hard to answer a question like that, it is just too
open ended. Posts on statalist are not a useful medium for 
giving lectures on specific methods: that is what manuals,
articles and books are good for. Email lists like statalist 
are good at answering very specific question, which could
be: "where can I find more information about -asmprobit-?" 

So I am going to interpret your question like that, and the
answer is that the manual entry for -asmprobit- is quite 
detailed and contains an extensive list of references, so 
that would be the right place to look for an answer to that 
question.

> again, does this imply i cannot use the delta method after
> running the -mprobit- command?

You can still use the delta method, but if you think your
model is wrong, than the delta method is not going to correct
it...

> i am also interested in understanding how the -predictnl- and
> -nlcom- commands work given that when i run my -mprobit- 
> (assuming it is justified to use it) i get results in three 
> categories (  the dependent variable has four categories); 
> since the predictnl is on each variable, how can i extract the
> predictions of each variable in each of the three different
> categories of my dependent variable?

The trick is that the results are stored into multiple equations.
You need to use those in combination with the right formulas for
the model you chose to get at the predictions you want. 
-predictnl- is very general, but the price is that you need to 
do a lot yourself. When learning how to use this I would start
with a simple model (e.g. -probit-), let -predictnl- predict 
stuff that the official prediction function also predicts, work
on it till you get the same results as the official predict 
function, than move to a more complex model, do the same thing,
only than start working on getting your marginal effects for 
interaction variables in the simple model, and finally do it
your model of interest.

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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