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Re: st: RE: Plotting interactions


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: RE: Plotting interactions
Date   Mon, 30 Sep 2013 07:51:45 -0400

Kostas,

Thank you for sharing that URL.  I looked at Matt Golder's explanation
of his Stata code for the plot of the marginal effect of X in a
regression model.  Unfortunately, the partial derivative that defines
the marginal effect mistakenly assumes that the "control variables"
can be held constant.  That is not how multiple regression works.  And
whether those other variables can actually be held constant depends on
the data.  I would avoid Golder's approach, even though those papers
are highly cited.

David Hoaglin

On Mon, Sep 30, 2013 at 7:21 AM,  <[email protected]> wrote:
> Amal,
>
> Matt Golder has a bunch of .do files that make plotting interactions very easy: https://files.nyu.edu/mrg217/public/interaction.html
>
> It is also worth looking at the associated papers that are highly cited among political scientists working with interactions.
>
> Best,
> Kostas
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