Computing Interaction Effects and Standard Errors in Logit and Probit Models
The Stata Journal Promoting communications on statistics and StataPublished 1 June 2004Open access
Edward C. Norton, Hua Wang, Chunrong Ai
Citations1,819
SJR quartileQ1
SJR score1.65
SNIP1.90
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TL;DR
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.
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.
Keywords
Economics, Econometrics and Finance
Economics LettersInteraction terms in logit and probit models
5,761 Citations2003Chunrong Ai, Edward C. Norton
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