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Computing Interaction Effects and Standard Errors in Logit and Probit Models
Open accessAbstract
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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Citations
Cited by
Understanding Interaction Models: Improving Empirical Analyses
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Corporate Social Responsibility Reporting in China: Symbol or Substance?
Marquis, C., & Qian, C. (2014) · Organization Science · doi:10.1287/orsc.2013.0837 · Cited by 1,793
The use of logit and probit models in strategic management research: Critical issues
Hoetker, G. (2007) · Strategic Management Journal · doi:10.1002/smj.582 · Cited by 1,519
Innovation objectives, knowledge sources, and the benefits of breadth
Leiponen, A., & Helfat, C. E. (2010) · Strategic Management Journal · doi:10.1002/smj.807 · Cited by 1,341
VanderWeele, T. J., & Knol, M. J. (2014) · Epidemiologic Methods · doi:10.1515/em-2013-0005 · Cited by 1,127
Metadata
- Authors
- Norton, E. C., Wang, H., & Ai, C.
- Venue
- The Stata Journal: Promoting communications on statistics and Stata
- Publisher
- SAGE Publications
- Published
- 2004-06
- Volume
- 4
- Issue
- 2
- Pages
- 154-167
- ISSN
- 1536-867X (ISSN-L)
- 1536-8734
- OpenAlex
- W1584886768
- Cited by
- 1,761
- References
- 0
- FWCI
- 23.29
- Type
- journal article
- Language
- en
- Open access
- bronze
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- CoChat. (2026). Citation check: Computing Interaction Effects and Standard Errors in Logit and Probit Models. https://app.cochat.ai/papers/10.1177/1536867x0400400206
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- Norton, E. C., Wang, H., & Ai, C. (2004). Computing Interaction Effects and Standard Errors in Logit and Probit Models. The Stata Journal: Promoting communications on statistics and Stata. https://doi.org/10.1177/1536867x0400400206
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
