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RE: st: Fractional logit model interaction effect


From   Ebru Ozturk <ebru_0512@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Fractional logit model interaction effect
Date   Mon, 24 Dec 2012 10:57:33 +0200

Dependent variable is bounded between 0 and 1. I wanted to use -glm with -logit. But my concern is that in logit models we have some difficulties in order to get marginal effects of interaction terms. In fractional logit models do we have the same problem? or do we just need to add the interaction terms and interpret the results as they are in the outcome table?

Kind regards
Ebru

----------------------------------------
> Date: Fri, 21 Dec 2012 08:59:43 -0500
> Subject: Re: st: Fractional logit model interaction effect
> From: jvverkuilen@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> 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.
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