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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 2 Apr 2012 11:04:23 +0100 |

-inteff- is from SJ. SJ-4-3 st0063_1 . . . . . . . . . . . . . . . . . Software update for inteff (help inteff if installed) . . . . . E. C. Norton, H. Wang, and C. Ai Q3/04 SJ 4(3):359 bug fix for inteff SJ-4-2 st0063 Interaction effects & standard errors in logit & probit models (help inteff if installed) . . . . . E. C. Norton, H. Wang, and C. Ai Q2/04 SJ 4(2):154--167 computes the marginal effect of a change in two interacted variables for a logit or probit model, provides standard errors, and graphs the interaction effect In referring to user-written commands, you are asked to make clear _where_ the command comes from. -inteff- only supports -logit- or -probit-. I don't know where you got the impression that either -xtlogit- or -clogit- is supported. I can't comment on how to get what you want or whether it is a good idea. Nick On Mon, Apr 2, 2012 at 10:57 AM, Benjamin Niug <benjamin.niug@googlemail.com> wrote: > 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? * * 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/

**References**:**st: Binary Choice Model and fixed effects - interpreting the interaction effects?***From:*Benjamin Niug <benjamin.niug@googlemail.com>

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