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Re: st: Fractional logit model interaction effect

From   "JVerkuilen (Gmail)" <>
Subject   Re: st: Fractional logit model interaction effect
Date   Fri, 21 Dec 2012 08:59:43 -0500

On Fri, Dec 21, 2012 at 8:09 AM, Ebru Ozturk <> wrote:
> Dear All,
> How do we test interaction effect in fractional logit model?

This question is not well-formed. It's very important to specify what
procedure you are using and what you mean. If it's the -fraclogit-
procedure that can be downloaded (-findit fraclogit-) the answer is
that you specify the interactions in the usual way (i.e., with # and
## between terms you want to interact) and can get a Wald test via
-testparm- in the usual way. -lrtest- does not appear to work directly
because this is a quasi-likelihood model and the log-likelihood term
is not saved.
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