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Re: st: Error w/ "inteff" command


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Error w/ "inteff" command
Date   Sat, 29 Dec 2012 15:51:46 +0000

<>
Could anyone help me understand what I might be doing wrong? I am
running the following example using stata 9, 10 or 12:

webuse lbw2
gen agerace=age*race
probit  low age race agerace
inteff low age race agerace


What you are doing wrong is treating race, which is categorical with values 1,2,3, as if it was a dummy. -inteff- from SJ will handle a c-c interaction, and a c-i interaction, but not a set of interactions, which is what you need here. As you have Stata 12, you should have no problem doing it all with built-in commands:

webuse lbw2, clear
probit  low c.age##i.race
margins, dydx(_all)
margins, dydx(age) over(race)

Kit


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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