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文章基本信息

  • 标题:Computing interaction effects and standard errors in logit and probit models
  • 本地全文:下载
  • 作者:Norton, Edward C. ; Wang, Hua ; Ai, Chunrong
  • 期刊名称:Journal of Agribusiness
  • 印刷版ISSN:0738-8950
  • 出版年度:2004
  • 期号:suppl
  • 页码:154-167
  • 出版社:Journal of Agribusiness
  • 摘要: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.
  • 关键词:inteff;interaction terms;logit;probit;nonlinear models
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