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Re: Re: st: marginal effects for ZINB with interactions andsquared terms
interactions and squared terms
Have you read
A good place to start.
thanks a lot for the links.
However, the problem I've found is that mfx and margeff do
not recognize interactions and squared terms, while nlcom
and predictnl do account for that but need to be fed with
the derivative of the function used in the model. If it is
a logistic (for logit) or normal (probit), it is easy, but
a ZINB is a nested model, and I don't know how to
analytically compute it (and I could not find any source
Do you know how I can "skip" this problem? (if I'm not
wrong, stata uses a numerical procedure, so that it could
calculate the derivative of virtually whatever function).
On 3/3/06, Rullani Francesco <email@example.com> wrote:
I am estimating a model with interactions:
and squared terms:
using a zero-inflated negative binomial regression
because of overdispersion and excess of zeros in the
Does anyone know how I can obtain marginal effects and
their standard errors, given that mfx and margeff do not
"know" that I have interactions and squared terms?
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