Thanks Rich! I solved the question by following your suggestion!
By the way, I have another question about inteff commands...
I am using 10 years data and I have to figure out the interaction effects
between college(a dummy variable) and every year. That is, I need to
figure out the interaction effects of year2*college, year3*college,
year4*college,.......,year10*college.
In Norton, Wang, Ai's paper, it said put dummy1 in the second position and
dummy 2 in the third and then dummy1*dummy2 in the fourth...But how about
getting more than one interaction terms? how to apply the commands to my
question?
Thanks in advance!
Kai-Wen
---------------------------- Original Message ----------------------------
Subject: Re: st: interaction term in probit (inteff problem)
From:    "Richard Williams" <[email protected]>
Date:    Thu, June 22, 2006 6:22 pm
To:      [email protected]
--------------------------------------------------------------------------
At 04:02 PM 6/22/2006, Kai-Wen  Cheng wrote:
>Dear all,
>
>I apply the inteff command and followed the suggested commands in Norton,
>Wang, Ai, the Stata JOurnal 2004, 4(2).
>Some errors occur, but I don't know how to deal with.
>
>I use year dummy, college dummy and interaction term of year and
>college(c_1954) in the regression. I followed the suggrestions in the
>paper but it shows "invalid documents"...I don't know what goes wrong?
>
>. inteff knowlung year college c_1954 male white age,
>savedata(U:\Data\g_n_5499_i, replace) save graph1 (U:\Data\g_n_5499g1,
>replace) savegraph2 (U:\Data\ g_n_5499g2, replace)
>
>
>Probit with two dummy variables interacted
>invalid 'Documents'
>r(198);
Extraneous space in this file name, maybe?  U:\Data\ g_n_5499g2?  Or
a missing space in savegraph2?
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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