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Re: st: margins after mlogit interaction term
From 
 
Richard Williams <[email protected]> 
To 
 
[email protected], [email protected] 
Subject 
 
Re: st: margins after mlogit interaction term 
Date 
 
Fri, 27 Jan 2012 11:28:54 -0500 
At 11:19 AM 1/27/2012, Ida Hansen wrote:
I'm using Stata 12. I'm using margins after mlogit. I have an interaction
term in the model. I have read that the old mfx command gave incorrect
results for interaction effects, while the new margins command gives you no
results. However, I got results for the interaction terms (country*gender)
using margins after mlogit, and I suppose therefore that I have done
something wrong. How can I estimate correct interaction terms in
multinominal logistic regression?
Example for outcome 1:
tabulate country, generate(country)
generate interaction=women*country
xi:mlogit dependent women country1 country2 country3 interaction1
interaction2 interaction3, baseoutcome(0)
margins, dydx(women country1 country2 country3 interaction1 interaction2
interaction3)predict(outcome(1))
Maarten basically just answered this on a different thread. You have 
to be using factor variable notation instead of computing the 
interactions separately. Otherwise Stata doesn't know it is an 
interaction. The code would be something like
mlogit dependent women i.country i.women#i.country
For more, see http://www.nd.edu/~rwilliam/stats/Margins01.pdf
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam
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