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


From   Ridhima Gupta <g.ridhima@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: marginal effect of the interaction term in the probit model using margins command
Date   Thu, 30 Jun 2011 09:54:50 +0100

Maarten thanks a lot for your help.

I calculated the marginal effect on the interaction term using the
inteff command. My understanding is that the output reports the mean
interaction effect i.e. it reports the interaction effect when all
variables are held at the mean.

When I report the marginal effects in the paper, I report them at
certain values of the variables that donot coincide with the mean.

So for consistency can I get the interaction effect in the output at
the same values at which I report the marginal effects?

Does the inteff command have an at option like at in the margins command?

If not then would you recommend that I report the marginal effects at
the mean vlues along with the interaction effect?

Thanks a lot,
Ridhima







On 6/29/11, Maarten Buis <maartenlbuis@gmail.com> wrote:
> 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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