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Re: st: marginal effects with interaction term gologit2


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: marginal effects with interaction term gologit2
Date   Wed, 01 May 2013 10:25:55 -0500

This is an annoying limitation of gologit2. Unfortunately every time I try to change it I run into problems. Factor variables and the techniques gologit2 uses to impose proportionality constraints don't get along too well together.

You might check out the "do it yourself marginal effects" approach outlined on slides 28-30 of

http://www3.nd.edu/~rwilliam/stats/Margins01.pdf

I haven't tried it, but I think you would just have to add a few more lines to also compute the interaction terms when dummy = 0 and dummy = 1.

You may also be able to do things more directly with the adjust or margins command. It is pretty easy when the dummy = 0. Just set both the dummy and the interaction to 0. When dummy = 1, it is probably harder, although perhaps not so hard if you are willing to use MEMs rather than AMEs.

Whatever you do -- to make sure you did it right, try running a model with ologit and then run the same model in gologit2 using the -pl- option. If the marginal effects are the same then hopefully you have done it right.

At 08:12 AM 5/1/2013, cstrobach@aol.com wrote:
Dear Statalister,

I am using the command gologit2 to estimate a generalized ordered logit model. My dependent variable has three outcomes. My independent variables are a continuous variable(c), a dummy (D), an interaction term of both and some other control variables. As gologit2 does not allow the use of factor variables, I created the interaction term as c*D. Now I would like to obtain marginal effects using margeff, however this will not provide meaningful results with respect to the interaction term.
How could I proceed to obtain marginal effects?

Thank you very much in advance for your advice!

Best regards,
Christina


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Richard Williams, Notre Dame Dept of Sociology
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