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st: "Partial" Triple Interaction in Logit Model Not Supported by INTEFF3


From   "Watson, Kimberly" <kawatson@rti.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: "Partial" Triple Interaction in Logit Model Not Supported by INTEFF3
Date   Thu, 28 Jun 2012 13:32:07 -0400

I have two questions related to INTEFF3:

(1) Has a macro been written to accommodate a "partial" triple
interaction? 

I say "partial" because I want to interact a 3-category variable and a
binary variable. INTEFF isn't appropriate because my first variable is
neither continuous or binary. Looking at the documentation for INTEFF3,
all interaction combinations must be present (I'm missing cat2*cat3 and
cat2*cat3*dummy because they're both equal to 0). My model is
generically "svy: logit y cat2 cat3 dummy cat2*dummy cat3*dummy;"

(2) Any suggestions for determining the source of a conformability
error?

Even though my situation doesn't quite work for INTEFF3, I wanted to
investigate it's use for future interaction questions. So, I created
meaningful dummies based on the documented syntax
(http://fmwww.bc.edu/RePEc/bocode/i/inteff3.html  using x1, x2, and x3).
I do not have missing data and none of the variables or their
interactions are dropped due to collinearity. However, I keep getting a
conformability error r(503). I've tried resetting the version as
suggested in older posts. Also, I've tried running as logit in case
weights aren't supported. 

Summary of Data:
+--------------------------------------------------------+  
| y   x1   x2   x3   x1x2   x1x3   x2x3   x1x2x3   count |  
|--------------------------------------------------------|  
| 0    0    0    0      0      0      0        0     964 |  
| 0    0    0    1      0      0      0        0     554 |  
| 0    0    1    0      0      0      0        0     966 |  
| 0    0    1    1      0      0      1        0     545 |  
| 0    1    0    0      0      0      0        0    1747 |  
| 0    1    0    1      0      1      0        0    1149 |  
| 0    1    1    0      1      0      0        0    2059 |  
| 0    1    1    1      1      1      1        1    1287 |  
|--------------------------------------------------------|  
| 1    0    0    0      0      0      0        0     341 |  
| 1    0    0    1      0      0      0        0      75 |  
| 1    0    1    0      0      0      0        0     278 |  
| 1    0    1    1      0      0      1        0      54 |  
| 1    1    0    0      0      0      0        0     460 |  
| 1    1    0    1      0      1      0        0     177 |  
| 1    1    1    0      1      0      0        0     513 |  
| 1    1    1    1      1      1      1        1     144 |  
|--------------------------------------------------------|  

Log Results Using Above Data:
.         logit y x1 x2 x3 x1x2 x1x3 x2x3 x1x2x3;

 

Iteration 0:   log likelihood = -5341.4475

Iteration 1:   log likelihood = -5228.0162

Iteration 2:   log likelihood = -5224.7923

Iteration 3:   log likelihood = -5224.7842

Iteration 4:   log likelihood = -5224.7842

 

Logistic regression                               Number of obs   =
11313   
                                                  LR chi2(7)      =
233.33   
                                                  Prob > chi2     =
0.0000   
Log likelihood = -5224.7842                       Pseudo R2       =
0.0218   
 

------------------------------------------------------------------------
------ 
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval] 
-------------+----------------------------------------------------------
------ 
          x1 |    -.29522   .0819525    -3.60   0.000     -.455844
-.134596 
          x2 |  -.2063339   .0927481    -2.22   0.026    -.3881169
-.0245509 
          x3 |  -.9604678   .1382327    -6.95   0.000    -1.231399
-.6895366 
        x1x2 |   .1510629   .1174033     1.29   0.198    -.0790433
.381169 
        x1x3 |    .424399   .1684478     2.52   0.012     .0942475
.7545506 
        x2x3 |  -.1057913   .2099857    -0.50   0.614    -.5173556
.3057731 
      x1x2x3 |  -.1586961   .2520254    -0.63   0.529    -.6526567
.3352646 
       _cons |  -1.039209   .0630071   -16.49   0.000      -1.1627
-.9157172 
------------------------------------------------------------------------
------


.         inteff3;

conformability error

r(503);



Currently Running: 
Stata/MP 12.1 for Unix (Linux 64-bit x86-64)
Revision 04 Apr 2012


Thanks!

K. Watson

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