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The Stata Journal
Volume 4 Number 2: pp. 154-167



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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
Abstract.   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.
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