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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 * * 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/

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