Computing interaction effects and standard errors in logit and probit models

被引：1087

作者：

Norton, Edward C. ^{[1
]}

Wang, Hua ^{[1
]}

Ai, Chunrong ^{[2
,3
]}

机构：

[1] Univ N Carolina, Dept Hlth Policy & Adm, Chapel Hill, NC 27515 USA

[2] Univ Florida, Dept Econ, Gainesville, FL 32611 USA

[3] Tsinghua Univ, Beijing, Peoples R China

来源：

STATA JOURNAL | 2004年 / 4卷 / 02期

关键词：

st0063; inteff; interaction terms; logit; probit; nonlinear models;

D O I：

10.1177/1536867X0400400206

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

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.

引用

页码：154 / 167

页数：14