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Re:st: RE: marginal effects interaction and squared variables ordered probit
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re:st: RE: marginal effects interaction and squared variables ordered probit
Date
Fri, 18 Nov 2011 11:29:05 -0500
At 07:04 AM 11/18/2011, Vincenzo Carrieri wrote:
Dear statalisters,
Dear Nick,
Thanks for your reply.
I am on stata 10. I understand your point that user-written are fairly
limited in comparison with official stata support, but I actually
don't know which is the command that does what I need.
Is there a way to estimate marginal effects in ordered probit models
with interaction and squared terms on stata 11 or 12? Eventually,
which is the name of this command?
I could think to update my version in such case.
In Stata 11+, the command you want is -margins-. However, it won't
give you separate marginal effects for, say, x^2, it will just give
you a marginal effect for x. Requests for marginal effects of x^2 or
x1*x2 have always seemed odd to me, because x^2 can't change
independently of x. It seems like you can say there is no separate
marginal effect of x^2 or else maybe there are zillions of them, one
for each case. My little intro to -margins- can be found at
http://www.nd.edu/~rwilliam/stats/Margins01.pdf
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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