Computing interaction effects and standard errors in logit and probit models

This paper explains why computing the marginal effect of a change in two variables is more complicated in nonlinear models than in linear models. The command inteff computes the correct marginal effect of a change in two interacted variables for a logit or probit model, as well as the correct standard errors. The inteff command graphs the interaction effect and saves the results to allow further investigation. Copyright 2004 by StataCorp LP.

MoreLess

Year of publication:	2004
Authors:	Norton, Edward C. ; Wang, Hua ; Ai, Chunrong
Published in:	Stata Journal. - StataCorp LP. - Vol. 4.2004, 2, p. 154-167
Publisher:	StataCorp LP
Subject:	inteff \| interaction terms \| logit \| probit \| nonlinear models

More details

Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Notes:	Windows users should not attempt to download these files with a web browser.
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005568861