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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   Tue, 30 Aug 2011 00:11:13 -0700

Since you are on Stata 10, scratch that advice. See Maarten Buis's
webpage linked for Stata 10 specific advice.

T

On Mon, Aug 29, 2011 at 9:14 PM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> 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
>



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

*
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