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Re: st: calculation of marginal effect


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: calculation of marginal effect
Date   Fri, 13 Jul 2012 10:17:35 +0200

On Fri, Jul 13, 2012 at 4:20 AM, Yanru Qiao wrote:
> We are calculating the marginal effect of a change in two variables in
> logistic regression model. According to paper (Computing interaction
> effects and standard errors in logit and probit models, Norton, 2004),
> the command inteff computes the correct marginal effect of a change in
> two interacted variables for a logit or probit model. So What command
> I can use to compute the interaction effects in other nonlinear models
> except logit model? I notice that predictnl could be used. Is
> predictnl the only one reasonable option to calculate the marginal
> effect of the interaction terms?

No, the best way is not to compute marginal effects but to interpret
the (interaction) effect withing the natural metric of the model. For
several examples see:
<http://www.maartenbuis.nl/publications/interactions.html>.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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