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Re: st: Probit Regression Model with many interaction terms


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Probit Regression Model with many interaction terms
Date   Mon, 29 Aug 2011 21:14:07 -0700

There is no inherent difficulty, as far as the Stata programming goes:

/******************************/
webuse union, clear
probit union  i.south##(c.age c.grade i.not_smsa c.year)
margins, dydx(*)
/******************************/

Here the binary variable "south" is fully interacted with several
other variables. You should ideally decide for yourself whether you
want to include an interacted regressor as a (quasi-)continuous, or
factor variable, as in the -probit- regression above.

You might find all the materials relating to this topic on Maarten
Buis's website useful:
http://www.maartenbuis.nl/publications/interactions.html

T

On Mon, Aug 29, 2011 at 4:29 PM, Shu Zhang <zhangshusue@gmail.com> wrote:
> 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
> *
> *   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/
>



-- 
Tirthankar Chakravarty
tchakravarty@ucsd.edu
tirthankar.chakravarty@gmail.com

*
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