INTERFLEX: Stata module to estimate multiplicative interaction models with diagnostics and visualization

Yiqing Xu (), Jens Hainmueller, Jonathan Mummolo () and Licheng Liu ()
Additional contact information
Yiqing Xu: University of California, San Diego
Jonathan Mummolo: Stanford University
Licheng Liu: Tsinghua University

Statistical Software Components from Boston College Department of Economics

Abstract: interflex performs diagnostics and visualizations of multiplicative interaction models. Besides conventional linear interaction models, it provides two additional estimation strategies--linear regression based on pre-specified bins and locally linear regressions based on Gaussian kernel reweighting--to estimate the conditional marginal effect of a treatment variable on an outcome variable across different values of a moderating variable. These approaches relax the linear interaction effect assumption and safeguard against excessive extrapolation.

Language: Stata
Requires: Stata version 12 and reghdfe from SSC (q.v.)
Keywords: interaction models; local linear regression; Gaussian kernel (search for similar items in EconPapers)
Date: 2017-03-04
Note: This module may be installed from within Stata by typing "ssc install interflex". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/interflex.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/interflex.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/interflex_s1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/i/interflex_s2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/i/interflex_s3.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/i/interflex_s4.dta sample data file (application/x-stata)

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