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


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
--------------------------

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