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Re: st: Error w/ "inteff" command


From   Erasmo Giambona <e.giambona@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Error w/ "inteff" command
Date   Sat, 29 Dec 2012 17:26:30 +0100

Thanks Kit. Maybe, I used the wrong example. In practice, I get this
error message always. In my real problem, I am estimating a probit and
on the RHS I have the interaction of two continuous variables. In the
past, I was able to estimate this exact model and then use "inteff" to
estimate the marginal effect on the interaction term. Now, I keep
geting this error message. I have the output saved from the past, but
I just can't replicate it anymore using inteff.

If you have any additional suggestion, please, let me know.

Thanks,

Erasmo

On Sat, Dec 29, 2012 at 4:51 PM, Christopher Baum <kit.baum@bc.edu> wrote:
> <>
> 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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