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  • inteff versus margins?

    Hello all,

    I am running a random effects logit model clustering on the country-level for time-series cross-sectional data set consisting of specific groups (approximately 800 groups living across 120 countries) over a three-year time period.

    I am also testing for interaction effects of two continuous variable, and I know that there are difficulties associated with interpreting interaction effects in a nonlinear model.

    I was using factor variables to represent the interaction (i.e., c.interactionterm1##c.interactionterm2) in xtlogit and then using the margins and marginsplot commands to graph the marginal effects across combinations of the interaction terms at various levels to look for significant interaction effects.

    However, I have been told that the inteff command may be preferable for calculating interaction effects in a logit model? Is there a general consensus on whether one is absolutely preferable over the other in this context?


    And, one additional, less important question is why I keep getting this result when I attempt to install the inteff package to my Stata 13 software:

    "package name: st0063_1.pkg
    from: http://www.stata-journal.com/software/sj4-3/

    checking st0063_1 consistency and verifying not already installed...
    installing into c:\ado\plus\...
    could not rename c:\ado\plus\stata.trk to c:\ado\plus\backup.trk

    r(699);"


    I only have Stata 11 on my computer, so I am using Stata 13 through my university's cloud. Perhaps accessing the software through a cloud is why I cannot install this package? Is there any work around? (I do need to use 12 or 13 for the rest of my analysis, so I unfortunately cannot use the version installed on my computer, where I was able to successfully install inteff.)

    Any advice anyone has on either of these matters would be very appreciated. Thank you!!!

  • #2
    I just realized this may be a non-issue. While running a revised xtlogit model in Stata 11 just to get familiar with the inteff command, I received this error message:

    "factor variables and time-series operators not allowed
    r(101);"

    Then I realized factor variables do not work with inteff, so I took them out and created the interaction term and wrote the code as specific by Norton and Ai. But, then I got this error message:

    "last estimates not found
    r(301);"

    I also ran it with the , re specification and got this error message:
    "option re not allowed
    r(198);"

    Based on these messages, particularly the one stating that time-series operators are not allowed, it appears then that inteff does not work anyway with xt models. Can anyone confirm if this is a fact? (Just want to be sure the result is not because of some sort of coding error on my part.)

    Thanks!

    Comment


    • #3
      The inteff approach has never had much appeal to me, partly because I don't fully understand it and partly because it seems difficult to use in anything other than limited cases. Vince Wiggins had a lengthy discussion and justification for the way Stata handles margins and interactions:

      http://www.stata.com/statalist/archi.../msg00293.html

      I'd like to see a FAQ or FAQs on margins that included his points, among others.
      -------------------------------------------
      Richard Williams, Notre Dame Dept of Sociology
      StataNow Version: 19.5 MP (2 processor)

      EMAIL: [email protected]
      WWW: https://academicweb.nd.edu/~rwilliam/

      Comment


      • #4
        Thank you Richard. I will check this discussion out.

        I also appreciate your input on the inteff versus margins debate. Granted, I clearly have limited exposure to the inteff command, but I tend to concur with your sentiment.

        Comment


        • #5
          Having installed the most recent version of inteff via
          Code:
          net install st0063_1, from("http://www.stata-journal.com/software/sj4-3")
          and checking the program code using viewsource inteff.ado shows that as matter of fact inteff does not work with xt models but only as a post estimation comand after logit, logistic, or probit:

          <
          snip>
          Code:
          quietly {
                  * check for correct estimation results
                  if ~inlist("`e(cmd)'","logit","logistic","probit") error 301
          <snip>
          Last edited by Dirk Enzmann; 04 Jun 2014, 14:38.

          Comment


          • #6
            Thanks for confirming, Dirk. I appreciate it!

            Comment


            • #7
              Hello, thank you to all contributors for this helpful thread. I have a question about interpreting margins for interaction terms (as done on p. 319 of Williams 2012). Williams interpretation discusses the estimators in the Margin column as X% chance of having diabetes. Is the term 'chance' different from it being a probability?

              Comment


              • #8
                I just double-checked, and I am using the terms chance and probability interchangeably in that paper.
                -------------------------------------------
                Richard Williams, Notre Dame Dept of Sociology
                StataNow Version: 19.5 MP (2 processor)

                EMAIL: [email protected]
                WWW: https://academicweb.nd.edu/~rwilliam/

                Comment


                • #9
                  Best of thanks!

                  Comment

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