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


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
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