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.


Issue Date:
2004
Publication Type:
Journal Article
DOI and Other Identifiers:
st0063 (Other)
PURL Identifier:
http://purl.umn.edu/116235
Published in:
Stata Journal, Volume 04, Number 2
Page range:
154-167
Total Pages:
14

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 Record created 2017-04-01, last modified 2017-08-26

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