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| From | Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Probit Regression Model with many interaction terms |
| Date | Tue, 30 Aug 2011 00:11:13 -0700 |
Since you are on Stata 10, scratch that advice. See Maarten Buis's webpage linked for Stata 10 specific advice. T On Mon, Aug 29, 2011 at 9:14 PM, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote: > There is no inherent difficulty, as far as the Stata programming goes: > > /******************************/ > webuse union, clear > probit union i.south##(c.age c.grade i.not_smsa c.year) > margins, dydx(*) > /******************************/ > > Here the binary variable "south" is fully interacted with several > other variables. You should ideally decide for yourself whether you > want to include an interacted regressor as a (quasi-)continuous, or > factor variable, as in the -probit- regression above. > > You might find all the materials relating to this topic on Maarten > Buis's website useful: > http://www.maartenbuis.nl/publications/interactions.html > > T > > On Mon, Aug 29, 2011 at 4:29 PM, Shu Zhang <zhangshusue@gmail.com> wrote: >> 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, >> x1_female=x1*female >> x2_female=x2*female >> x3_female=x3_female >> 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. >> >> >> >> best, >> -- >> Shu Zhang >> Department of Economics >> University of Houston >> 248 McElhinney Hall >> Houston, TX 77204-5019 >> * >> * 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/ >> > > > > -- > Tirthankar Chakravarty > tchakravarty@ucsd.edu > tirthankar.chakravarty@gmail.com > -- Tirthankar Chakravarty tchakravarty@ucsd.edu tirthankar.chakravarty@gmail.com * * 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/