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st: probit - interaction mfx when dummy has >2


From   <S.Jenkins@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: probit - interaction mfx when dummy has >2
Date   Sun, 10 Jul 2011 12:48:57 +0100

> ------------------------------
> 
> Date: Sat, 9 Jul 2011 19:22:02 -0400
> From: Tanuku AP <tanuku.ap@hotmail.com>
> Subject: st: probit - interaction mfx when dummy has >2
> categories
> 
> Hello,
> 
> Is there a ready way to deal with interactions (in probit models)
> when dummy variable has more than 2 categories?
> 
> a) find out the correct marginal effects
> b) test if interactions are jointly significant
> 
> I have quickly read through --inteff-- [Ai and Norton] but it
> seems that --inteff-- deals with binary qualitative variables
> only.
> 
> - --------------------------------------------------------------
> 
> For my problem, we have binary variable 'disabled' and five
> income brackets:  income1 - income5.   We want to test for joint
> significance and find out the interaction marginal effects (if
> any).  We cannot collapse the income brackets into 2 categories.
> 
> > gen income1d = income1 * disabled   //interaction term
> ....
> > logit choice disabled income1 income2 income3 income4  income1d
> income2d income3d income4d
> ...
> 
> test income1d income2d income3d income4d


-help margins- and -help margins postestimation-

Stephen
-------------------------------------
Professor Stephen P. Jenkins  <s.jenkins@lse.ac.uk>
Department of Social Policy and STICERD
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, U.K.
Tel. +44 (0)20 7955 6527
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/survival-analysis
Downloadable papers and software: http://ideas.repec.org/e/pje7.html


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