Re: st: oglm and heterogeneous choice models

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 05:44 PM 10/24/2011, Cameron McIntosh wrote:
> Rourke,
>
> I might add that if you're going to be looking at interactions in 
> this type of model, you should see:
> Mallick, D. (January 2009). Marginal and Interaction Effects in 
> Ordered Response Models. MPRA Paper No. 
> 13325.http://mpra.ub.uni-muenchen.de/13325/1/MPRA_paper_13325.pdf
I wasn't familiar with that article. Just skimming through it, I 
notice it is using Stata 10 and the old -mfx- command. Part of the 
problem with -mfx- is that it doesn't realize when variables are 
dependent on each other, e.g. it doesn't know that if x1x2 = x1*x2, 
then if x1 = 0 x1x2 must equal 0 as well. Factor variables and the 
margins command addressed those concerns in Stata 11.
I must confess, I get confused by all these discussions about the 
marginal effect of an interaction term. The margins command doesn't 
even report a separate marginal effect for the interaction term -- 
instead it just reports marginal effects for the terms used to 
compute the interaction. That makes sense to me, since an interaction 
term can't change without either or both of its component parts 
changing. So, I am not quite clear on what people want or expect when 
they ask for the marginal effect of an interaction term. Maybe I just 
need to break down and read these articles more carefully!

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Richard Williams, Notre Dame Dept of Sociology
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