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Computing interaction effects and standard errors in logit and probit models

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Author Info

  • Edward C. Norton

    (University of North Carolina at Chapel Hill)

  • Hua Wang

    (University of North Carolina at Chapel Hill)

  • Chunrong Ai

    (University of Florida)

Abstract

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.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 4 (2004)
Issue (Month): 2 (June)
Pages: 154-167

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Handle: RePEc:tsj:stataj:v:4:y:2004:i:2:p:154-167

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Related research

Keywords: inteff; interaction terms; logit; probit; nonlinear models;

References

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  1. Ai, Chunrong & Norton, Edward C., 2003. "Interaction terms in logit and probit models," Economics Letters, Elsevier, vol. 80(1), pages 123-129, July.
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