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st: Conformability error in Inteff.


From   natasha agarwal <agarwana2@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Conformability error in Inteff.
Date   Thu, 1 Sep 2011 11:42:34 +0100

Hello Everyone,

I am trying to estimate the following probit model

probit expdum fdi efd fdi*efd
inteff expdum fdi efd fdi*efd
conformability error
r(503);

expdum= is export dummy of firm i at time t
FDI is value of FDI at region r at time t
efd is financial dependence of industry i
The interaction term is a continuous interaction term

Can anyone please explain me how to over the problem so that I can
calculate the average partial effects of the continuous interaction
term?

Many thanks
Natasha
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