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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: marginal effect of the interaction term in the probit model using margins command |

Date |
Wed, 29 Jun 2011 21:17:13 +0200 |

On Wed, Jun 29, 2011 at 6:00 PM, Ridhima Gupta wrote: > I wish to compute the marginal effect of the interaction term in the > case where I interact a binary variable with a continuous regressor in > the Probit framework. > > So I use the command > > margins i.Coarse#c.Number_of_Livestock > > I just wanted to confirm whether running this command gives me the > marginal effect of the interaction term. No, that command will not give you the marginal effect for the interaction term. For ways of getting the marginal effect after a -probit- model see: Norton, E., H. Wang, and C. Ai. (2004) "Computing interaction eﬀects and standard errors in logit and probit models." The Stata Journal 4(2): 154-167 A more concise representation of the interaction effect is possible after the -logit-, see: M.L. Buis (2010) "Stata tip 87: Interpretation of interactions in non-linear models", The Stata Journal, 10(2), pp. 305-308. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: marginal effect of the interaction term in the probit model using margins command***From:*Ridhima Gupta <g.ridhima@gmail.com>

**References**:**st: marginal effect of the interaction term in the probit model using margins command***From:*Ridhima Gupta <g.ridhima@gmail.com>

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