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st: three way interaction in a logit model using the delta method


From   "Hopkins, Justin" <Justin_Hopkins@kenan-flagler.unc.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: three way interaction in a logit model using the delta method
Date   Mon, 13 Jun 2011 13:23:26 -0400

Hello,
Has anyone used a macro that will "correctly" calculate the partial derivative of a three way interaction effect in a logit model? I am using the inteff macro for a two way interaction. However, it will not work for a three way interaction.

Alternatively, if someone has coded this and would be willing to share the program I would be greatly appreciative!

Thanks for your time!
Justin


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