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Re: st: Calculating standard error from main and interaction effects


From   William Buchanan <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Calculating standard error from main and interaction effects
Date   Tue, 14 Aug 2012 07:56:32 -0700

Hi Hussain,

Why not make your life much easier by using the -margins- command?  It will do everything that you want and even provide you with some great options for displaying the marginal effects as well.

HTH,
Billy

Sent from my iPhone

On Aug 14, 2012, at 7:45, Hussain Samad <[email protected]> wrote:

> 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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