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From |
Benjamin Niug <benjamin.niug@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Binary Choice Model and fixed effects - interpreting the interaction effects? |

Date |
Mon, 2 Apr 2012 11:57:44 +0200 |

Hey guys, I want to estimate a binary choice model accunting for time-invariant fixed effects (I read I could use the -xtlogit- or -clogit- command). y_it = b_1*x_1_it*x_2_it+b_2*x_1_it + b_3*x_2_it However, I have included an interaction effect which I want to interpret correctly - as pointed out by Ai and Norton (2004) this is not trivial. They suggest to use a user written command called -inteff-. This command works well if -logit- is used, however, it does not work if -xtlogit- or -clogit- is used. Error: "last estimates not found r(301);" My Stata code: clogit labor_participation ABC minority ABC_minority expenses Obvious ageHH HH_female profess informal_employed language muslim, group(country_xxx) vce(cluster country_xxx) inteff labor_participation ABC minority ABC_minority expenses Obvious ageHH HH_female profess informal_employed language muslim, savedata(ABC_minority_rural, replace) savegraph1(ABC_minority_rural_1, replace) savegraph2(ABC_minority_rural_2, replace) Does anybody have an idea why this is the case and how I can still get the correct interpretations of the interaction effects? Best, Benjamin * * 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/

**Follow-Ups**:**Re: st: Binary Choice Model and fixed effects - interpreting the interaction effects?***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Binary Choice Model and fixed effects - interpreting the interaction effects?***From:*Nick Cox <njcoxstata@gmail.com>

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