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st: margins after oprobit with interactions


From   Vincenzo Carrieri <vincenzo.carrieri@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: margins after oprobit with interactions
Date   Mon, 21 Nov 2011 16:16:43 +0100

Dear Statalisters,
I am estimating an ordered probit model:

Happy=age+age^2+income+income*age+income*age2 , that in "factor model style" is:

oprobit happy c.age c.age#c.age c.income  c.income#c.age c.income#c.age#c.age

where Happy is a 5 point scale oredered variable. I would like to have
marginal effects of all these variables. I am using the command
margins. So for instance, for the top category I write:

 margins , dydx(*) predict (outcome(5))

Stata gives me only two marginal effects: one for age and  one for
income. If I have understood well, these marginal effects are
estimated by STATA taking into account the fact that income is
interacted with age, age is squared and income is interacted also with
age squared. Is it right?

In addition, why I don't get also the marginal effect of the
interaction terms? If I do the first derivatives of the model, I get
dy/dincome, dy/dage but also dy/dagedincome. IS there a way to get
marginal effect for interaction terms with margins, or any other
command in Stata?

Any help is appreciated.
Many thanks,

Vincenzo
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