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From | Richard Williams <richardwilliams.ndu@gmail.com> |
To | statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Obtaining marginal effects and their standard errors after estimations with interactions |
Date | Fri, 04 Jan 2013 09:32:25 -0500 |
At 03:17 PM 1/3/2013, Ebru Ozturk wrote:
Dear All,On Stata FAQs' page, there are some given examples for Probit estimation with interaction effects for Stata 10 titled as "I am using a model with interactions. How can I obtain marginal effects and their standard errors?" and the link is: http://www.stata.com/support/faqs/statistics/marginal-effects-after-interactions/Do you think this way is still applicable to Probit estimation? and Is the below command correct when we have other independent or control variables?
I don't know if you did it right or not, but if you have Stata 11 or higher why not use -margins-, e.g.
sysuse auto, clear probit foreign weight length c.weight#c.length, nolog margins, dydx(*)
local xb _b[weight]*`meanwei' + _b[len]*`meanlen' + _b[wl]*`meanwei'*`meanlen' + _b[C1]*C1+_b[C2]*C2 + _b[_cons] // if more variables ///////// example ///////// sysuse auto, clear generate wl=weight*length probit foreign weight length wl, nolog quietly summarize weight if e(sample) local meanwei = r(mean) quietly summarize length if e(sample) local meanlen = r(mean)local xb _b[weight]*`meanwei' + _b[len]*`meanlen' + _b[wl]*`meanwei'*`meanlen' + _b[_cons]predictnl dydw = normalden(`xb')*(_b[weight]+ _b[wl]*`meanlen') in 1, se(sew) list dydw sew in 1 predictnl dydl = normalden(`xb')*(_b[len]+ _b[wl]*`meanwei') in 1, se(sel) list dydl sel in 1predictnl dydlw =normalden(`xb')*(-(`xb'))*(_b[weight]+ _b[wl]*`meanlen')*(_b[len]+ _b[wl]*`meanwei') + normalden(`xb')*( _b[wl]) in 1, se(selw)list dydlw selw in 1 Ebru
------------------------------------------- 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/