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From |
Ebru Ozturk <ebru_0512@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Simple slope analysis for non-linear models |

Date |
Mon, 25 Mar 2013 13:27:21 +0300 |

I just have one example: Bowen (2010) TOTAL, STRUCTURAL AND SECONDARY MODERATING EFFECTS IN THE TOBIT MODEL AND THEIR COMPUTATION USING STATA Do you think I can follow the formulas in this paper? ---------------------------------------- > Date: Mon, 25 Mar 2013 10:30:22 +0100 > Subject: Re: st: Simple slope analysis for non-linear models > From: maartenlbuis@gmail.com > To: statalist@hsphsun2.harvard.edu > > On Sun, Mar 24, 2013 at 11:40 AM, Ebru Ozturk wrote: > >I followed your suggestion and it seems that I want this derivative E( y |X, y ≥ 0). > > ok > > > In my model, I have one interaction term (dummy X continuous-ranges from 0 to 10) and other Xs. > > This is sentence full of contradicotry statements: Do you have one or > many interaction terms? Is your key variable a single indicator > (dummy) variable, 10 indicator variables, or continuous? > > >I would like to plot the values of true interaction effect and implied z-statistic value at each observation. After doing that I would like to show the value and significance of X’s marginal effect at selected values of the moderator Z (low, mean and high). I use Stata 10. > > There is no such thing as a "true interaction effect". I presume you > are looking for a cross partial derivative or discrete difference > (depending on whether your variables are continous or categorical). As > far as I know there is no program that does this kind of computation > for -tobit-, so you'll need the general purpose commands -predictnl- > and -adjust- for that in Stata 10. So, you'll need to look up the > appropriate formulas and probably do the derivatives yourself. For > such computations I often combine doing the derivations by hand and > using <http://www.quickmath.com/>. After those computations you can > feed the results to -predictnl- or -adjust-. > > I realize you would have liked the answer to be in the form of a > command rather than some general tips on how to write a program that > does what you want to do. But if no one wrote the program before, then > that is the only answer possible. I could have written the program for > you, but that is too big time investment on my part. I only do things > like that if I am also interested in that problem. In this case I > consider this way of thinking about interaction terms a dead end, so I > am not going to invest time in it. > > > But the problem is in journals I use they never mention which Tobit intepretation they implement so that's why I am struggling. > > So they report differences/changes in predicted outcome without > defining what the outcome is? That seems a bit problematic to me. > > Hope this helps, > Maarten > > --------------------------------- > Maarten L. Buis > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Simple slope analysis for non-linear models***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: Simple slope analysis for non-linear models***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Simple slope analysis for non-linear models***From:*Maarten Buis <maartenlbuis@gmail.com>

**RE: st: Simple slope analysis for non-linear models***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Simple slope analysis for non-linear models***From:*Maarten Buis <maartenlbuis@gmail.com>

**RE: st: Simple slope analysis for non-linear models***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Simple slope analysis for non-linear models***From:*Maarten Buis <maartenlbuis@gmail.com>

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