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Re: st: Re: Interaction and squared effects in a probit (pa) model


From   Laura Gomez-Mera <lauragmera@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Interaction and squared effects in a probit (pa) model
Date   Tue, 12 Apr 2011 10:02:31 -0400

Hi Maarten,
Thanks again for your reply.
Apart from the squared terms, we have other interaction effects of theoretical interest and we would like to be able to say something about the "conditional" marginal effects. Following Norton et al (2004) (http://www.unc.edu/~enorton/NortonWangAi.pdf)  we thought we could use Inteff, but since we are working with panel data, we are not sure this command is appropriate. 
Thanks again,
Laura


On Apr 12, 2011, at 9:56 AM, Maarten buis wrote:

> --- On Mon, 11/4/11, Gomez-Mera, Laura wrote:
>> We are still not sure how to deal with the marginal effects
>> of interacted terms (between two continuous variables) in
>> our xtgee model. Norton's 'inteff' seems to work for probit
>> models with interaction terms but can it be used when we are
>> working with panel data? 
> 
> I understand from your previous question that you have a 
> special kind of interaction: a squared term. In that case
> you typically do not want the marginal effect. A marginal
> effect approximates the effect with a linear effect. If you
> added a square term you think that there is substantial 
> non-linearity, so the linear approximation is not 
> appropriate. Having said that, -margins- will give you the
> "correct but inappropriate" marginal effect, so there is no
> need for -inteff- to interpret squared terms.
> 
> 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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