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From | "Ed Levitas" <levitas@uwm.edu> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: question about interaction effects with biprobit |
Date | Tue, 23 Feb 2010 15:32:21 -0600 |
Dear Statalisters, Using a biprobit in a partial observbility model, I'm trying to estimate the marginal effect of an interaction, its standard error and the resulting significance level. I've followed a FAQ that describes how to do this in the standard logit and probit cases (http://www.stata.com/support/faqs/stat/mfx_interact.html) but am not sure if my code is correct for the biprobit case. Regardless of the equation in which I place the interaction, I obtain identical marginal effects and se's. This makes me question my coding. Could any tell me if I am estimating the effects correctly? If not, can anyone point to my errors? I reproduced the relevant code below. Please note that I delimit statements using a semicolon. My dependent variables, dv and dv2, are equal across all cases since this is a partial observability model. The first main effect, repeatall, is a dummy coded 0,1. The second main effect, indmkt is continuous. gen irepind = repeatall*indmkt; xi:biprobit (dv patentee1 repeatall indmkt ) (dv2 patentee2 repeatall indmkt irepind), tolerance(1e-3) nonrtolerance partial ; quietly summarize repeatall if e(sample); local meanp1 = r(mean); quietly summarize indmkt if e(sample); local meancm1 = r(mean); local xb _b[repeatall]*`meanp1' + _b[indmkt]*`meancm1' + _b[irepind]*`meanp1'*`meancm1' + _b[_cons]; predictnl dydc = normalden(`xb')*(_b[indmkt] +_b[irepind]*`meanp1') in 1, se(set); local xb1 _b[indmkt]*`meancm1' + _b[repeatall]*1+ _b[irepind]*1*`meancm1'*1+ _b[_cons]; local xb0 _b[indmkt]*`meancm1' + _b[repeatall]*0+ _b[irepind]*0*`meancm1'*0+ _b[_cons]; predictnl dydd = normal(`xb1') - normal(`xb0') in 1, se(sed); predictnl dyddt = normalden(`xb1')*(_b[indmkt]+_b[irepind])-normalden(`xb0')*_b[indmkt] in 1,se(sedt) p(sig); list dyddt sedt sig in 1; thanks in advance for your time and consideration Ed **************************************** Edward Levitas, PhD Associate Professor Sheldon B. Lubar School of Business University of Wisconsin-Milwaukee 3202 N. Maryland Ave. Milwaukee, WI 53211 ph: (414) 229-6825 fx: (414) 229-6957 http://www4.uwm.edu/business/faculty/busfaculty/levitas.cfm * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/