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Re: st: Fractional logit model interaction effect


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fractional logit model interaction effect
Date   Mon, 24 Dec 2012 11:34:20 -0500

On Mon, Dec 24, 2012 at 3:57 AM, Ebru Ozturk <ebru_0512@hotmail.com> wrote:
> 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?

Yes. The problem you are perceiving is due to the link function, which
is nonlinear. As has been discussed before regarding other logit
models, often times the best output is a collection of predicted
values with confidence intervals on the scale of the expected value.
Here that's a meaningful number because the sample space is [0,1].

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