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st: inteff: calulations by hand

From   Florian Seliger <>
Subject   st: inteff: calulations by hand
Date   Thu, 16 Jun 2011 20:42:30 -0700

Dear Statalist,

I have a question concerning the calculation of the marginal effect as done by "inteff".

I tried to calculate the marginal effect by hand and got other results compared to the results obtained with inteff.

let's assume I want to estimate the following model:

probit mneu im agree imXagree $xlist

where imXagree is the interaction effect.

The specification with inteff is:

inteff mneu im agree imXagree $xlist

Now, I tried to do the following:

predict xb, xb
gen me=normalden(xb)*(-xb)*(_b[im]+_b[imXagree]*agree]*(_b[agree]+_b[imXagree]*im])+normalden(xb)*_b[imXagree]

sum me

Shouldn't I get the same mean as with inteff (I did not!), have I understood something wrong or made a mistake?

Thank you!

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