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Re: st: main effect OR when interaction present - xtlogit-

From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: main effect OR when interaction present - xtlogit-
Date   Tue, 16 Aug 2011 09:54:38 +0200

On Mon, Aug 15, 2011 at 9:22 PM, Ricardo Ovaldia wrote:
> I am fitting -xtlogit- model:
> xtlogit case group group#time
> How can I get the OR for group(0,1) when there is a groupXtime interaction?

Just add the -or- option. That will be the odds ratio when time == 0,
so you need to think carefully about centering your time variable. The
interaction effect tells you the ratio by which the odds ratio changes
for a unit change in time. So consider the example below: The odds
ratio for 1.south says that the odds off belonging to a union in the
south in 1970 was 69% ((.31-1)*100%) smaller than the odds of
belonging to a union in that year in the north. This odds ratio
increases (i.e. the negative effect becomes smaller) by 27%
((1.27-1)*100%) per decade. Also see: M.L. Buis (2010) "Stata tip 87:
Interpretation of interactions in non-linear models", The Stata
Journal, 10(2), pp. 305-308.

*---------------------------- begin example ----------------------
webuse union, clear
gen cyear = (year - 70)/10
xtlogit union age grade i.not_smsa south##c.cyear, or
*---------------------------- end example -------------------------
(For more on examples I sent to the Statalist see: )

Hope this helps,

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