Computing Interaction Effects and Standard Errors in Logit and Probit Models

  • Edward C. Norton
    Department of Health Policy and Administration University of North Carolina at Chapel Hill
  • Hua Wang
    Department of Health Policy and Administration University of North Carolina at Chapel Hill
  • Chunrong Ai
    Department of Economics University of Florida and Tsinghua University, China

書誌事項

公開日
2004-06
権利情報
  • https://journals.sagepub.com/page/policies/text-and-data-mining-license
DOI
  • 10.1177/1536867x0400400206
公開者
SAGE Publications

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説明

<jats:p> 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. </jats:p>

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