Dear Stata Users,
I have a question on the margins command.
I have the following (truncated) output from the regression specified below.
I put an interaction term that interests me.
The interaction term (in bold) appears to be statistically significant.
. svy: logit event1 i.tercile2##i.sex i.wave5 i.livingpar i.ukborn i.sex i.educ2 if marital==1&age>17&
> age<36&evunion==2&jbstat!=7&ivfioall==1, level(90)
(running logit on estimation sample)
Survey: Logistic regression
Number of strata = 1,533 Number of obs = 27,624
Number of PSUs = 4,751 Population size = 28,042.993
Design df = 3,218
F( 11, 3208) = 21.47
Prob > F = 0.0000
Linearized
event1 Coef. Std. Err. t P>t [90% Conf. Interval]
1.tercile2 .7687752 .1038346 7.40 0.000 .5979332 .9396171
sex
Female .6165134 .122423 5.04 0.000 .4150874 .8179394
tercile2#sex
1#Female -.3718655 .1352367 -2.75 0.006 -.5943741 -.1493568
- When I run margins in this way, the interaction term is not significant anymore.
margins r.tercile#r.sex, level(90) post atmeans
outreg2 using margisex, word replace eform level(90) label
------------------------------------------------
| df F P>F
-------------+----------------------------------
tercile2#sex | 1 2.06 0.1511
Design | 3218
------------------------------------------------
Note: F statistics are adjusted for the survey
design.
----------------------------------------------------------------------------
| Delta-method
| Contrast Std. Err. [90% Conf. Interval]
---------------------------+------------------------------------------------
tercile2#sex |
(1 vs 0) (Female vs Male) | -.0145494 .0101309 -.031218 .0021192
----------------------------------------------------------------------------
Thus, I am asking myself whether this is the right way to get the marginal effect of an interaction term.
Could you please confirm me if this is the case ?
Thank you.
Best,
Lydia
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