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Computing interaction effects and standard errors in logit and probit models
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DOI：10.1177/1536867X0400400206.png)
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Abstract
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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:
st0063
inteff
interaction terms
logit
probit
nonlinear models
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