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)
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| 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
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. 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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