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st: Probit Regression Model with many interaction terms

From   Shu Zhang <[email protected]>
To   [email protected]
Subject   st: Probit Regression Model with many interaction terms
Date   Mon, 29 Aug 2011 18:29:46 -0500

Dear all,

I am trying to run a probit regression model with more than one
interaction term (STATA10).

The dependent variable is a binary dummy "y"(y=1 or 0), on the right
hand side, I interact all explanatory variables x1, x2, x3 with a
female dummy (1 or 0) and want to get coefficients for these
interaction terms.

the OLS regression STATA codes are following:

reg  y  x1  x2  x3  female  x1_female  x2_female  x3_female

note: there're three interaction terms in my model,
and x1, x2, x3 can be either continuous or dummy.

Just wonder how to do this in a probit model.

ps: I've tried "inteff" command, but 'inteff' seems dealing with the
probit model with one interaction term, but not many.

please let me know if anything unclear.

Shu Zhang
Department of Economics
University of Houston
248 McElhinney Hall
Houston, TX 77204-5019
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