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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   Thu, 30 Jun 2011 12:16:31 +0200

On Thu, Jun 30, 2011 at 12:08 PM, Ridhima Gupta <g.ridhima@gmail.com> wrote:
> But Maarten doesn't this criticism apply to marginal effects in
> general and not just the marginal effect on the intearction term?

Marginal effects of main effects are often close enough to constant
and they hardly ever switch signs. This is not true for marginal
effects of interaction terms. I think of marginal effects as a linear
model fitted on top of our non-linear model. Models are wrong, but as
long as they are close enough, they can be useful. Average marginal
effects for regular variables are often close enough so they can be
useful. For interaction effects that linear model of the non-linear
model just breaks down.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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