Inteff stata ucla >Some errors occur Why bother with -inteff- if you have Stata 12? It handles c-c interactions just fine: webuse lbw2, clear probit low c. I will leave it run over night and see how it goes. After running the logit command, I try to run inteff and I get the following message: . (2000) Applied Logistic Regression On Wed, Apr 18, 2012 at 6:57 PM, Luca Fumarco wrote: > I have a question concerning the marginal effect of an interaction term; the model I am using is the probit. : 07071/9896-14 Fax : 07071/9896-99 EMail: [email protected] IAW-Homepage: www. 305-308. Does anyone have experience on this? I've seen many questions about -inteff- on the list, but I don't recollect seeing any answers from the authors, who don't appear to be list members, so the 2) If the linear probability model is not appropriate for your data than you can estimate logistic regression models and interpret the odds ratios, see: M. 2 returns 'unrecognised command' after savedata and savegraphs. qui tobit mpg len, ll(20) . > -Buis, yyyy, "Simple interpretation of interaction in non-linear models", Tha Stata Journal Correct reference is: M. --- sabrina wang <[email protected]> wrote: > I have installed inteff by "net search inteff". -inteff- from SJ will handle a c-c interaction, and a c-i interaction, but Hello Maarten, once again thanks for your help. To me that is marginal effects. 01 on the predicted probability axis (x-axis) as opposed to the normal 0 to 1 scale I need. if you look at the code (inteff. Hosmer, D. ’s inteff command to examine the interaction. But, now I have a continuous variable and a 5-level categorical variable and I would like to see the interaction effects for each level, except of course for the omitted one. My guess is that you have installed an older, buggy version. lwt margins, dydx(_all) I can run this model (with explicit interactions) in -inteff-, updated version from SJ, but why? -inteff- was published in Stata Journal 4(2) and revised in Stata Journal 4(3). For example: . It can get tricky though if you have large numbers of variables as the expressions involved get rather long. strategy allows us to identify a “clean” intercept that now represents the unconditional mean of the dependent variable. > > For instance: > > Model 1: the effect on the outcome of household race, income, and education > Model 2: the effect on the outcome household race, income, education, > and educationX race > > If I want to find the significance of interaction using -margins, > contrast-, do I need to also use inteff?. e. Stata: Data Analysis and Statistical Software Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist. Thank you very much, Jochen --- Jochen Sp th Dipl. Thanks Richard. > > Therefore the way to get round this would be > that you should rewrite the program and > add support for weights yourself. inteff woff winsale recdum recsale qtr4 lagwoff Logit with one continuous and > > My model looks like this: Pr(y) = x1 + x2 + x1*x2 + X > > x1 is a continuously variable, x2 is a dummy variable in some > specifications, in others it is a continuously variable. I am running the following example using stata 9, 10 or 12: webuse lbw2 gen agerace=age*race probit low age race agerace inteff low age race agerace and I keep getting the following error: probit with two continuous variables interacted xbeta not found r(111); Thanks, I just ran it in Stata 12. edu -----Urspr ngliche Nachricht----- Von: [email protected --- Chin-Chih <[email protected]> wrote: > I was trying to run 'Inteff" to obtain the marginal effects of > interactive terms in probit via STATA 10. Dear Kit, I was finally able to get the "inteff" command to work again. iaw. S. The authors may be members of Statalist, but even so a direct approach is often a good bet. Its > on-line help clearly implies that it does > not support _any_ kind of weights. After running the probit > command, I tried to run inteff and I got the following message: > conformability error r (503); Does anyone know what conformability error > means and how can I fix it? We ran the probit regression of y on x1, x2, x3, and x1*x3 and x2*x3, and calculated marginal effects using -margins- and -inteff- (Ai and Norton, 2003; Norton et al, 2004) separately. org. Unfortunately your suggestion did not help to solve the problem since the homepage you posted is exactly the site from which the ado-file was actually obtained-just for your information. The inteff command graphs the interaction effect and saves the results to allow further investigation. and Lemeshow, S. Hi, I would like to ask a question regarding the inteff command for interaction terms in logit and probit models. This book is composed of four chapters covering a variety of topics about using Stata for regression. sysuse auto (1978 Automobile Data) . ado) and search for "error 9" you will discover the condition(s) that can cause its appearance Rich Sebastian Baumeister wrote: > -inteff- was published in Stata Journal 4(2) > and revised in Stata Journal 4(3). The command "inteff", which the authors drecribed in this paper, allows to compute a good marginal effect of a change of two variables for probit and logit models, but not for the tobit. [][][Thread Prev][Thread Next][][Thread Index] Thanks Maarten. From SELLOANE ASIAMAH < [email protected] > To [email protected] Subject st: Inteff logit: Date Sat, 09 Sep 2006 10:22:50 -0400 From sabrina wang < [email protected] > To [email protected] Subject st: Inteff Hanging: Date Sat, 7 Apr 2007 10:02:11 -0700 (PDT) Hello Maarten, I will forward this mail to my colleague in whose name I posted this problem. You are not the first to ask this question, as a search of the archive reveals. I need one for the tobit. I vaguely remember that that problem got solved when the latest version of -inteff- was installed, which can be downloaded from Edward Norton's website: http://www If they are not part of official Stata, say where they come from: the STB/SJ, SSC, or other archives" In this case, the program -inteff- was published in the Stata Journal. do and meps_ie. However, it seems that one cannot use -inteff- to deal with categorical dummies, i. Norton and Bryan Dowd on one point: They advise against the use of the odds ratio interpretation. al. BR, Sabrina --- Maarten buis <[email protected]> wrote: > --- sabrina wang <[email protected]> wrote: > > I have installed inteff by "net search inteff". I tried to calculate the marginal effect by hand and got other results compared to the results obtained with inteff. For the first logit model, everything is fine. College Station, Texas: Stata Press. Dear All, I am trying to use inteff to get marginal effects for my interaction terms. I want to estimate the correct interaction effects for several logit models. g. > > To obtain the correct interaction effect, I use the inteff command > provided as an ado Is one of the variables dropped due to collinearity? ----- Maarten L. Buis (2010) "Stata tip 87: Interpretation of interactions in non-linear models", The Stata Journal, 10(2), pp From sabrina wang < [email protected] > To [email protected] Subject Re: st: inteff, two interaction terms and marginal effects: Date Mon, 16 Apr 2007 05:50:20 -0700 (PDT) Thanks Maarten. Nick [email protected] Nadine schempp Dear Richard, I have read your Stata's article carefully and I think I understand better why marginal effects on interaction terms (e. Hi everybody, I now use -inteff- after logit models. ado In this case, the program -inteff- was published in the Stata Journal. uk> wrote: > --- sabrina wang <sabrinawang_2005@yahoo. age##c. Long, J. and Freese, J. dta? Are you using the updated version posted in SJ 4-3? --- sabrina wang <sabrinawang_2005@yahoo. The nature of -inteff- implies that we have to run the code twice to separately work out the marginal effects of x1*x3 and x2*x3. , the interaction of two dummy variables). However, inteff is designed to work for exactly two variables interacting together: inteff depvar x y x_Y controls however, I have two interaction terms: x_y and x_Z. org . Hi, when using inteff command I am getting thi serror message: "variable _logit_linear_logit_ie not found. From sabrina wang < [email protected] > To [email protected] Subject st: Inteff Hanging: Date Sat, 7 Apr 2007 10:02:11 -0700 (PDT) I believe it should be "/sigma" not "_se". -Volkswirt Institut f r Angewandte Wirtschaftsforschung (IAW) T bingen Ob dem Himmelreich 1 72074 T bingen Tel. After running Re: st: inteff afer logit. lwt > margins, dydx(_all) > > I can run this model (with explicit interactions) in -inteff-, updated version from SJ, > but why? --- On Tue, 30/3/10, Urmi Bhattacharya wrote: > I am using a probit model and a few of my regressors are > continuous but most of them are dummy variables(takes I am > running the following example using stata 9, 10 or 12: > > webuse lbw2 > gen agerace=age*race > probit low age race agerace > inteff low age race agerace > > > What you are doing wrong is treating race, which is categorical with values 1,2,3, as if it was a dummy. I thoroughly disagree with Pinar Karaca-Mandic, Edward C. We will use Norton, et. co. , interactio of two dummy variables) do not exist in the case of non-linear models. The main point of -inteff- is that it deals with marginal effects for interaction terms in logit/probit models. I read the "inteff. Install the update from Stata Journal 4(3) instead. I just skimmed through the power point presentation for now. I think I got why there is no marginal effect for the interaction term (for e. Inteff and margins give me estimates on the interaction term that are similar, but not the same. Normally > if a program supports weights that is > made totally explicit in its help. The inteff command requires that you create the interaction term manually and run the logit command with that interaction term before inteff. > > Why bother with -inteff- if you have Stata 12? It handles c-c interactions just fine: > > webuse lbw2, clear > probit low c. At 12:36 PM 1/8/2013, Erasmo Giambona wrote: Dear Richard, I have read your Stata's article carefully and I think I understand better why marginal effects on interaction terms (e. four levels of education (each as a dummy) interacted with gender. Is this simply do to different approximation? Thanks. 0. That is to say, the Stata command mfx does not give a good marginal effect when it is an interaction effect. > > However, whenever I run the inteff after my probit > > model, it hangs there. See for example this reply by Kai-Wen ----- Original Message ----- Subject: Re: st: interaction term in probit (inteff problem) From: "Richard Williams" <[email protected]> Date: Thu, June 22, 2006 6:22 pm To: [email protected]----- At 04:02 PM 6/22/2006, Kai-Wen Cheng wrote: >Dear all, > >I apply the inteff command and followed the suggested commands in Norton, >Wang, Ai, the Stata JOurnal 2004, 4(2). Are you able to replicate the results in Stata Journal 4-2 using the ancillary files inteff. On Friday, Etienne asked how to compute an interaction effect after -tobit-. (It helps if you (a) indicate where user-written commands you are using come from and (b) indicate precisely what you typed. > However, whenever I run the inteff after my probit > model, it hangs there. Thanks, Maarten! Now it works! Best, Stefan Maarten buis schrieb: --- On Tue, 20/10/09, Stefan Baron wrote: I now use -inteff- after logit models. Buis (2010) "Stata tip 87: Interpretation of interactions in non-linear models", The Stata Journal, 10(2), pp. inteff woff winsale recdum recsale qtr4 lagwoff Logit with one continuous and From sabrina wang < [email protected] > To [email protected] Subject st: inteff, two interaction terms and marginal effects: Date Sun, 15 Apr 2007 13:10:25 -0700 (PDT) Dear all, I know there exists the -inteff- command which allows to generate nice graphs for interaction effects in non-linear estimations. We should emphasize that this book is about “data analysis” and that it demonstrates how Stata can be used for regression analysis, as opposed to a book that covers the statistical basis of multiple regression. I will read the documents carefully. From: Richard Goldstein <[email protected]> Prev by Date: RE: st: Generating an indicator of occurance of an event during the interval; Next by Date: Re: st: inteff afer logit; Previous by thread: st: inteff afer logit; Next by thread: Re: st: inteff afer logit; Index(es): Date; Thread > -inteff- was published in Stata Journal 4(2) > and revised in Stata Journal 4(3). -inteff- from SJ will handle a c-c interaction, and a c-i interaction, but not a set of Dear Statalisters, I have a question concerning the marginal effect of an interaction term; the model I am using is the probit. Its on-line help clearly implies that it does not support _any_ kind of weights. (2006) Regression Models for Categorical and Limited Dependent Variables Using Stata, Second Edition. It is indicated in the paper by Norton, Wang and Ai (2004) that the varlist following inteff command must be the same as in the fitted logit or probit model and must include at least four variables: the dependent variable, independent variable 1, independent variable 2 and the Here is what I do (xyz other explanatory variables): probit gov acad woman wacad x y z inteff gov acad woman wacad x y z savedata(d:\data\inteff1, replace) savegraph1(d:\data\fig1, replace) savegraph2(d:\data\fig2, replace) Stata 8. 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. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 I am trying to run Inteff after a logit with two continuous variables interacting . Lisa, please use informative titles for your postings. L. BR, Sabrina --- Maarten buis <maartenbuis@yahoo. Thanks a lot Rich. qui sum len . Beyond Binary Logistic Regression with Stata with movies; Annotated output for the mlogit command; References. Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist. If you want adjusted predictions than you won't need it. com> wrote: > > I have installed inteff by "net search inteff". In other words, in the framework of RIF-regressions, the intercept will capture the unconditional statistic of interest for the observed population, whereas the (re-scaled) slopes w. I have a dataset of more than 8000 records. com> wrote: > I have installed inteff by "net search inteff". I use Stata 11. " Any help? Nadine * * For searches and help try: * http Computing interaction effects and standard errors in logit and probit models Use inteff With STATA 18 - timbulwidodostp/inteff I have been using the inteff command to test for interaction effects after probit when there is an interaction b/w a continuous and dummy variable or two dummy variables or two continuous variables. Problem is that the two graphs I get range only from 0 to 0. Thanks in advance. [ Date Prev ][ Date Next ][ Thread Prev ][ Thread Next ][ Date Index ][ Thread Index ] Dear Statalist, I have a question concerning the calculation of the marginal effect as done by "inteff". 1 and it worked fine. <snip> After the second model with a different interaction term, I get the -inteff- is a user-written commmand published in the Stata Journal. I have been reading some papers about the topic: -Norton, Wang, Ai, 2004, "Computing interaction effects and standard errors in logit and probit models", The Stata Journal (where inteff command has been presented) -Ai, Norton, 2003, "Interaction terms in logit and After running the logit command, I try to run inteff and I get the following message: . After more thinking and the additional readings that you suggested, my feeling is that one should be able to use the slope coefficient for the interaction term in case of LPMs. In principle, this is not difficult to do. I am running the following example using stata 9, 10 or 12: webuse lbw2 gen agerace=age*race probit low age race agerace inteff low age race agerace What you are doing wrong is treating race, which is categorical with values 1,2,3, as if it was a dummy. x1*x2 is the > interaction effect, X are several control variables. Normally if a program supports weights that is made totally explicit in its help. From sabrina wang < [email protected] > To [email protected] Subject Re: st: inteff, two interaction terms and marginal effects: Date Mon, 16 Apr 2007 05:50:20 -0700 (PDT) I have the output saved from the past, but > I just can't replicate it anymore using inteff. urjwb ccd acr mdfci fajll zztuk sksx tfgjhde pwdq iwownaxl