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st: Calculating standard error from main and interaction effects
From
Hussain Samad <[email protected]>
To
"\"[email protected]\"" <[email protected]>
Subject
st: Calculating standard error from main and interaction effects
Date
Tue, 14 Aug 2012 07:45:20 -0700 (PDT)
Dear Statalist:
I am trying to estimate the following equation: y = b1x1 + b2x2 + b3x2x3 + epsilon.
Now, I can calculate the marginal effect of x2 on y (at mean of x3) as: (b2 + b3x3). My problem is how I can calculate the standard error of this effect (of x2). What is the formula and if stata has any command to do so? Any help will be highly appreciated.
Thanks in advance. Hussain
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