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From | frone@ria.buffalo.edu |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Identifying interaction effect in probit |
Date | Tue, 30 Mar 2010 12:58:42 -0400 |
> --- On Tue, 30/3/10, Urmi Bhattacharya wrote: > > I am using a probit model and a few of my regressors are > > continuous but most of them are dummy variables(takes > > value 1 or 0).I also have interaction term for the dummy > > variables in the probit model. > > how do i find the estimated change in probability of > > success if associated with the interaction term.i.e if > > the interaction term is [siginificant] > Maarten Buis reponded in part: > This is actually a surprisingly hard question. There are > two solutions: > > 1) You could use -inteff-, which you can download by > typing in Stata -findit inteff- and follow the links and > the instructions. This approach is discussed in Edward > Norton, Hua Wang and Chunrong Ai (2004) "Computing > interaction effects and standard errors in logit and > probit models", The Stata Journal, 4(2), p.p. 154--167. > <http://www.stata-journal.com/article.html?article=st0063> For a different take on the issue, you might consider: http://w4.stern.nyu.edu/economics/docs/workingpapers/2009/Interaction-Terms-in-Nonlinear-Models.pdf http://ideas.repec.org/p/iza/izadps/dp3478.html Mike Frone **************************************************************** Michael R. Frone, Ph.D. Senior Research Scientist Research Institute on Addictions State University of New York at Buffalo 1021 Main Street Buffalo, New York 14203 Office: 716-887-2519 Fax: 716-887-2477 E-mail: frone@ria.buffalo.edu Internet: http://www.ria.buffalo.edu/profiles/frone.html *************************************************************** * * 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/