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Re: Re: st: marginal effects for ZINB with interactions andsquared terms


From   "Rullani Francesco" <rullani@sssup.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: marginal effects for ZINB with interactions andsquared terms
Date   Mon, 06 Mar 2006 12:19:36 +0100

interactions and squared terms

Have you read
http://www.stata.com/support/faqs/stat/mfx_dydx.html
http://www.stata.com/support/faqs/stat/mfx_interact.html
yet?

A good place to start.
Austin,
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 about it).
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).
Thanks, Francesco



On 3/3/06, Rullani Francesco <rullani@sssup.it> wrote:
I am estimating a model with interactions:
a+b(x_1)+c(x_2)+d(x_1*x_2)
and squared terms:
e+f(z_1)+g(z_1)^2
using a zero-inflated negative binomial regression (ZINB)
because of overdispersion and excess of zeros in the data.
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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