Computing Interaction Effects and Standard Errors in Logit and Probit Models
نویسندگان
چکیده
منابع مشابه
Computing interaction effects and standard errors in logit and probit models
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 al...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2004
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x0400400206