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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 |
Thu, 30 Jun 2011 11:10:04 +0200 |

On Thu, Jun 30, 2011 at 10:54 AM, Ridhima Gupta wrote: > 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. No, -inteff- will compute a separate interaction effect for each observation. So if you have a 1000 observations, you'll end up with a 1000 interaction effects. If you look at the output (a graph) you'll see that the interaction effects varies a lot, from significantly positive, to non-significant, to significantly negative. As a consequence it makes no sense to try to summarize it with one number. If you want to report marginal effects and you want to report the marginal effect of the interaction term than your only choice is to show the graph produced by -inteff-. An alternative is to go for a logit model and report odds ratios. In that case you will have one effect (a ratio of odds ratios) for your interaction term, which makes it a lot easier to interpret and to report in a table. Downside is that you need to make sure that your audience/readers understand what an odds, an odds ratio, and a ratio of odds ratios mean. This is however not as hard as many people believe/fear. For an example that shows how that can be done 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>

**Re: st: marginal effect of the interaction term in the probit model using margins command***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: 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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