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st: RE: marginal effects interaction and squared variables ordered probit


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: marginal effects interaction and squared variables ordered probit
Date   Thu, 17 Nov 2011 17:46:07 +0000

Presumably you are on Stata 10 (why not say so?). 

Official Stata support for this kind of thing has surged ahead since then, and user-written add-ons are fairly limited by comparison. 

-inteff- is user-written (SJ). 

Nick 
n.j.cox@durham.ac.uk 

Vincenzo Carrieri

I am estimating an ordered probit model with interaction terms  and
squared variables as covariates:

Y= age+age^2+age^2*income

Is there a way to get marginal effects and standard errors for all
variables (both single, interacted and squared variables)? I have
realized that inteff does not work with ordered probit and margin
seems to not work with ordered probit model, too. I have not stata 11,
so I cannot test directly margin, but stata help form margin does not
include oprobit in the examples.


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