On Fri, Dec 21, 2012 at 8:09 AM, Ebru Ozturk <ebru_0512@hotmail.com> 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.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/