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Re: st: lincom vs nlcom
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: lincom vs nlcom
Date
Thu, 3 Mar 2011 14:32:46 +0000 (GMT)
--- On Thu, 3/3/11, Vincenzo Carrieri wrote:
> I am trying to estimate an ordered probit model like this:
>
> W=age+agesquared+height+height*age+height*agesquared
>
> I am interested in the significance and the sign of the
> interaction between age and height. I would do:
> lincom height+height*age+height*agesquared
>
> I have two questions on that:
> 1. is lincom the right command to do this? Or I need nlcom?
> (I think that even if the model is non linear, the combination I
> want to test it is linear, so lincom should work well)
By adding a square terms it has become logically impossible to
answer the question what "the" interaction effect is, as there is
no longer one interaction effect but many.
On top of that comes the fact you are using an ordered probit, so
even if you did not add the square term, you would still have the
same problem.(*)
> 2. The output of lincom (and eventually of nlcom) is also a
> marginal effect? And, if not, how to get a marginal effect where
> there are interaction effects?
No it is not a marginal effect.
One way to resolve this problem (for as far as it is possible) is
really pin down the hypothesis that you want to test. "Testing an
interaction effect" can mean too many things in this type of
models. What is your dependent variable? A latent score or a
probabilty of choosing a category, or the odds of moving one
category up? Do you want to see how the effect of height changes
with age or how the effect of age changes with height? Do you
define the effect in absolute terms (difference) or in relative
terms (ratios). Once you have figured that out draw a lot of
graphs.(**) That way you get a feel for how variable the effect
is and thus whether it would make sense to try to summarize it in
one number. Once you have finished that stage you will have a
sufficient idea what you want to test exactly and you will know
how to implement that in -lincom- or -nlcom-.
Hope this helps,
Maarten
(*) For more see here and the references therein:
<http://www.maartenbuis.nl/publications/interactions.html>
(**) This may be useful for that stage:
<http://www.maartenbuis.nl/publications/inter_quadr.html>
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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