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Re: st: xtpoisson marginal effect and interaction term

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: xtpoisson marginal effect and interaction term
Date   Thu, 12 Nov 2009 12:11:48 +0000 (GMT)

--- On Thu, 12/11/09, Andrea Rispoli wrote:
> 1. I learned that since Panel poisson is a non-linear model
> I cannot make considerations on the coefficients and I have
> to calculate marginal effect. Would " mfx compute" be the
> appropriate command?
> 2. The marginal effect of the interaction term cannot be
> directly interpreted and I have to draw the graph: is this
> correct? Is there any specific command that I should use?

Not necesarily, it is probably easier to just specify the
-irr- option in -xtpoisson-, this will give you the 
incidence rate ratios. This will also allow you to directly
interpret the interaction terms (only now on a multiplicative
scale rather than additive). This also has the advantage of
not having to fix all the explanatory variables and the 
subject specific constants to a specific value.

For more see J. Scott Long & Jeremy Freese (2006) Regression 
Models for Categorical Dependent Variables Using Stata, 2nd 
Edition. College Station, TX: Stata Press.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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