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From |
Boon Han Koh <bhkoh@unimelb.edu.au> |

To |
Statalist Help <statalist@hsphsun2.harvard.edu> |

Subject |
st: Calculating marginal effects of interactions in nonlinear models |

Date |
Sun, 23 Feb 2014 06:42:08 +0000 |

Hi Stata users, I have a question regarding marginal effects of interactions in nonlinear models. I am running a probit model with y on x1, x2, x3, x1*x3 and x2*x3, where x1, x2 and x3 are binary variables. The code I am using is: . probit y i.x1 i.x2 i.x3 x1#x3 x2#x3 . margins, dydx(*) The -margins- command return the marginal effects of x1, x2 and x3, while acknowledging that there are interaction terms in the model. I also understand the use of -inteff- to correctly evaluate the marginal effects of the interaction terms (Ai and Norton 2003; Norton et al. 2004). However the issue here is that I have two interaction terms in the model. So my questions are: 1) Should I use the command -inteff- twice to evaluate the interaction terms? i.e. . probit y i.x1 i.x3 i.x1x3 i.x2 i.x2x3 . inteff y i.x1 i.x3 i.x1x3 i.x2 i.x2x3 (which gives marginal effect of x1x3) and . probit y i.x2 i.x3 i.x2x3 i.x1 i.x1x3 . inteff y i.x2 i.x3 i.x2x3 i.x1 i.x1x3 (which gives marginal effect of x2x3) Does this method give the correct marginal effect of interaction terms, or should I use another method altogether? 2) How do I go about testing the null hypothesis that the marginal effect of x1 + x3 + x1*x3 = 0? Thank you all for your help in this! * * 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/

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