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Computing interaction effects and standard errors in logit and probit models

Edward Norton, Hua Wang and Chunrong Ai
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Hua Wang: University of North Carolina at Chapel Hill

Stata Journal, 2004, vol. 4, issue 2, 154-167

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.

Keywords: inteff; interaction terms; logit; probit; nonlinear models (search for similar items in EconPapers)
Date: 2004
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Handle: RePEc:tsj:stataj:v:4:y:2004:i:2:p:154-167