Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Erasmo Giambona <e.giambona@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: Re: st: Error w/ "inteff" command |

Date |
Wed, 2 Jan 2013 19:34:51 +0100 |

Thanks Richard. I will read the documents carefully. I just skimmed through the power point presentation for now. I think I got why there is no marginal effect for the interaction term (for e.g., the interaction of two dummy variables). But I need to uderstand this part better. I always thought the marginal effect exists from the inteff article. Erasmo On Wed, Jan 2, 2013 at 6:22 PM, Richard Williams <richardwilliams.ndu@gmail.com> wrote: > I don't really understand how -inteff- works, nor do I have any great desire > to find out. I am happy with the -margins- command, and the way you set it > up is not correct for -margins-. When you compute the interaction term > yourself, Stata has no way of knowing that the values of the interaction > term are not independent of the values of the variables used to compute it. > It should be > > webuse lbw2 > probit low age lwt c.age#c.lwt > margins, dydx(_all) > > For an explanation, see > > http://www.nd.edu/~rwilliam/stats/Margins01.pdf > > or else > > http://www.statajournal.com/article.html?article=st0260 > > > At 10:48 AM 1/2/2013, Erasmo Giambona wrote: >> >> Dear Kit, >> >> I was finally able to get the "inteff" command to work again. Inteff >> and margins give me estimates on the interaction term that are >> similar, but not the same. Is this simply do to different >> approximation? Thanks. Please, see example below (using: webuse lbw2): >> >> >> . g age_lwt=age*lwt >> >> . probit low age lwt age_lwt >> >> Iteration 0: log likelihood = -117.336 >> Iteration 1: log likelihood = -113.61015 >> Iteration 2: log likelihood = -113.58509 >> Iteration 3: log likelihood = -113.58509 >> >> Probit regression Number of obs = >> 189 >> LR chi2(3) = >> 7.50 >> Prob > chi2 = >> 0.0575 >> Log likelihood = -113.58509 Pseudo R2 = >> 0.0320 >> >> >> ------------------------------------------------------------------------------ >> low | Coef. Std. Err. z P>|z| [95% Conf. >> Interval] >> >> -------------+---------------------------------------------------------------- >> age | -.0316919 .0896229 -0.35 0.724 -.2073495 >> .1439658 >> lwt | -.0087146 .0162868 -0.54 0.593 -.040636 >> .0232069 >> age_lwt | .0000561 .0006749 0.08 0.934 -.0012666 >> .0013788 >> _cons | 1.186736 2.124989 0.56 0.577 -2.978165 >> 5.351637 >> >> ------------------------------------------------------------------------------ >> >> . inteff low age lwt age_lwt >> Probit with two continuous variables interacted >> (0 observations deleted) >> >> Variable | Obs Mean Std. Dev. Min Max >> -------------+-------------------------------------------------------- >> _probit_ie | 189 .0000473 7.14e-06 .0000265 .0000548 >> _probit_se | 189 .0002247 .0000631 .0000304 .0002841 >> _probit_z | 189 .2615582 .2009778 .1001468 1.322986 >> >> . margins, dydx(_all) >> >> Average marginal effects Number of obs = >> 189 >> Model VCE : OIM >> >> Expression : Pr(low), predict() >> dy/dx w.r.t. : age lwt age_lwt >> >> >> ------------------------------------------------------------------------------ >> | Delta-method >> | dy/dx Std. Err. z P>|z| [95% Conf. >> Interval] >> >> -------------+---------------------------------------------------------------- >> age | -.0108404 .0306064 -0.35 0.723 -.0708278 >> .0491469 >> lwt | -.0029809 .0055547 -0.54 0.592 -.0138679 >> .0079061 >> age_lwt | .0000192 .0002308 0.08 0.934 -.0004332 >> .0004715 >> >> ------------------------------------------------------------------------------ >> >> >> >> >> >> >> >> >> On Sat, Dec 29, 2012 at 11:16 PM, Christopher Baum <kit.baum@bc.edu> >> wrote: >> > <> >> > Erasmo said >> > >> > Does - margins, dydx(_all) - also handle the interaction of two dummy >> > variables? >> > >> > Yes. ht (hypertension, yes/no) and smoke (yes/no) are such, and >> > interacted in the model below. Notice that each has a positive main effect >> > on low bw, but if they appear together the effect is, strangely enough, >> > reduced (although the negative interaction coefficient is not >> > distinguishable from zero). >> > >> > probit low c.age##i.race i.ht##i.smoke >> > margins, dydx(_all) >> > >> > >> > >> > Kit Baum | Boston College Economics & DIW Berlin | >> > http://ideas.repec.org/e/pba1.html >> > An Introduction to Stata Programming | >> > http://www.stata-press.com/books/isp.html >> > An Introduction to Modern Econometrics Using Stata | >> > http://www.stata-press.com/books/imeus.html >> > >> > >> > * >> > * For searches and help try: >> > * http://www.stata.com/help.cgi?search >> > * http://www.stata.com/support/faqs/resources/statalist-faq/ >> > * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > > ------------------------------------------- > 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 > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: Re: st: Error w/ "inteff" command***From:*Erasmo Giambona <e.giambona@gmail.com>

**References**:**Re: Re: st: Error w/ "inteff" command***From:*Erasmo Giambona <e.giambona@gmail.com>

**Re: Re: st: Error w/ "inteff" command***From:*Richard Williams <richardwilliams.ndu@gmail.com>

- Prev by Date:
**Re: st: RE: Analyse variables used in a regression** - Next by Date:
**Re: st: Stata 13 wishlist** - Previous by thread:
**Re: Re: st: Error w/ "inteff" command** - Next by thread:
**Re: Re: st: Error w/ "inteff" command** - Index(es):