Code:
. probit ybin i.treat#c.e4#c.d2014 i.treat#c.e4#c.d2015 i.treat#c.e5#c.d2015 i.treat#c.e4#c.d2014#c.z1_dm4 i.treat#c.e4#c.d2015#c.z1_dm4 i.t > reat#c.e5#c.d2015#c.z1_dm5 d2014 d2015 e4 e5 c.z1 c.d2014#c.z1 c.d2015#c.z1 c.e4#c.z1 c.e5#c.z1, vce(cluster id) note: 0.treat#c.e4#c.d2014 omitted because of collinearity note: 0.treat#c.e4#c.d2015 omitted because of collinearity note: 0.treat#c.e5#c.d2015 omitted because of collinearity note: 0.treat#c.e4#c.d2014#c.z1_dm4 omitted because of collinearity note: 0.treat#c.e4#c.d2015#c.z1_dm4 omitted because of collinearity note: 0.treat#c.e5#c.d2015#c.z1_dm5 omitted because of collinearity Iteration 0: log pseudolikelihood = -1319.6071 Iteration 1: log pseudolikelihood = -1289.157 Iteration 2: log pseudolikelihood = -1288.9143 Iteration 3: log pseudolikelihood = -1288.9143 Probit regression Number of obs = 2,180 Wald chi2(15) = 41.82 Prob > chi2 = 0.0002 Log pseudolikelihood = -1288.9143 Pseudo R2 = 0.0233 (Std. Err. adjusted for 545 clusters in id) --------------------------------------------------------------------------------------------- | Robust ybin | Coef. Std. Err. z P>|z| [95% Conf. Interval] ----------------------------+---------------------------------------------------------------- treat#c.e4#c.d2014 | 0 | 0 (omitted) 1 | .2874317 .088649 3.24 0.001 .1136827 .4611806 | treat#c.e4#c.d2015 | 0 | 0 (omitted) 1 | .1536865 .0717827 2.14 0.032 .0129949 .294378 | treat#c.e5#c.d2015 | 0 | 0 (omitted) 1 | .0197738 .0831368 0.24 0.812 -.1431713 .1827189 | treat#c.e4#c.d2014#c.z1_dm4 | 0 | 0 (omitted) 1 | -.0021974 .0592601 -0.04 0.970 -.118345 .1139503 | treat#c.e4#c.d2015#c.z1_dm4 | 0 | 0 (omitted) 1 | -.0301018 .0462808 -0.65 0.515 -.1208105 .0606069 | treat#c.e5#c.d2015#c.z1_dm5 | 0 | 0 (omitted) 1 | .1291999 .0789543 1.64 0.102 -.0255476 .2839474 | d2014 | -.2243262 .2136812 -1.05 0.294 -.6431336 .1944812 d2015 | -.2271168 .2476411 -0.92 0.359 -.7124844 .2582508 e4 | -1.939124 1.258554 -1.54 0.123 -4.405845 .5275972 e5 | 2.395286 1.471705 1.63 0.104 -.4892021 5.279775 z1 | .0539494 .0330374 1.63 0.102 -.0108028 .1187017 | c.d2014#c.z1 | .0205746 .0178223 1.15 0.248 -.0143564 .0555057 | c.d2015#c.z1 | .0114224 .0205888 0.55 0.579 -.028931 .0517757 | c.e4#c.z1 | .1244352 .1057257 1.18 0.239 -.0827834 .3316538 | c.e5#c.z1 | -.1979284 .1326289 -1.49 0.136 -.4578764 .0620195 | _cons | -1.094794 .3960762 -2.76 0.006 -1.871089 -.318499 --------------------------------------------------------------------------------------------- . margins, dydx(treat) at(e4 = 1 e5 = 0 d2014 = 1 d2015 = 0) subpop(if e4) Average marginal effects Number of obs = 2,180 Model VCE : Robust Subpop. no. obs = 536 Expression : Pr(ybin), predict() dy/dx w.r.t. : 1.treat at : e4 = 1 d2014 = 1 d2015 = 0 e5 = 0 ------------------------------------------------------------------------------ | Delta-method | dy/dx Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- 1.treat | . (not estimable) ------------------------------------------------------------------------------ Note: dy/dx for factor levels is the discrete change from the base level.
0 Response to Margins with interactions and factor notation in probit.
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