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Re: st: margins after mlogit interaction term


From   Ida Hansen <idahansen79@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: margins after mlogit interaction term
Date   Fri, 27 Jan 2012 17:31:41 +0100

Thank you!


2012/1/27 Richard Williams <richardwilliams.ndu@gmail.com>:
> 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
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
>
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