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re: Re: st: Error w/ "inteff" command


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   re: Re: st: Error w/ "inteff" command
Date   Sat, 29 Dec 2012 16:55:48 +0000

<>
Erasmo said

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.

Why bother with -inteff- if you have Stata 12? It handles c-c interactions just fine:

webuse lbw2, clear
probit  low c.age##c.lwt
margins, dydx(_all)

I can run this model (with explicit interactions) in -inteff-, updated version from SJ, 
but why? The standard probit command gives the estimate of the interaction effect and its
significance (or lack thereof).

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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