Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: test interaction effects after heckprob

From   Marco Sangiorgi <>
To   <>
Subject   st: test interaction effects after heckprob
Date   Wed, 22 Jun 2011 10:38:43 +0200

Hi All,

I'm interested in testing significance of interaction terms in a heckprob model of the type:
y_p  i.x1  c.x2  i.x1#c.x2 ..., (select y_s   i.x1  c.x2  i.x1#c.x2 ...)  robust
with x1=dummy variable.
All the contribution I've red explain how to do it in a simple probit model (e.g. -inteff-) but not in a two stage model like this. A simple t-test on the coefficent of the intaraction is not informative (Ai and Norton, 2003).
Since I'm interested in analysing the joint probability p(11) I used -margins- to predict such probability for (x1= 0) and for (x1=1) and so I tested for their difference, but I don't think it's a good way to obtain reliable statistics.
Any suggestion?
Thanks a lot.
Marco Sangiorgi 		 	   		  
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index