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st: Probit Regression Model with many interaction terms


From   Shu Zhang <zhangshusue@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Probit Regression Model with many interaction terms
Date   Mon, 29 Aug 2011 18:29:46 -0500

Dear all,

I am trying to run a probit regression model with more than one
interaction term (STATA10).

The dependent variable is a binary dummy "y"(y=1 or 0), on the right
hand side, I interact all explanatory variables x1, x2, x3 with a
female dummy (1 or 0) and want to get coefficients for these
interaction terms.

the OLS regression STATA codes are following:

reg  y  x1  x2  x3  female  x1_female  x2_female  x3_female

note: there're three interaction terms in my model,
         x1_female=x1*female
         x2_female=x2*female
         x3_female=x3_female
and x1, x2, x3 can be either continuous or dummy.

Just wonder how to do this in a probit model.

ps: I've tried "inteff" command, but 'inteff' seems dealing with the
probit model with one interaction term, but not many.

please let me know if anything unclear.



best,
-- 
Shu Zhang
Department of Economics
University of Houston
248 McElhinney Hall
Houston, TX 77204-5019
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