Use Margins for Interaction terms when model does not support factor notation

[Junran Cao]

Hi Statalist

My question is about how we can get Margins commands to work correctly when the estimation model, which includes interaction terms, does not support factor notation.

Specifically, I understand there are good reasons as to why models such as -xthtaylor- do not support factor notations & I have simply created the interaction terms manually via inter = i.x1 * i.x2 if !missing(x1) & !missing(x2).

However, this poses a difficulty when it comes to using -margins- & -marginsplot-.

I note a related discussion from https://www.statalist.org/forums/for...action-effects. Unfortunately I am not yet skilled enough in Stata programming to confidently implement Daniel's solution in that post. I am therefore wondering if anyone might be aware of user-written commands or the like to address this issue?

Thanks,
Junran

[Phil Bromiley]

Much of the discussion you cite refers to multiple imputation. With simple models, you can include x and calculated x-square in the model estimation and then set both the x and x-squared values directly in margins. Whether this works for xthtaylor, I'm not sure.

[daniel klein]

What Junran probably wanted to cite is this thread, started earlier today.

I am not aware of a command that implements the bogus-approach. I thought about implementing such a program but figured it was too much effort to make it general (and at least half-way safe) enough to handle a wide range of situations, for example, models with multiple equations, such as mlogit, or sem, omitted variables, due to collinearity, etc.

Best
Daniel

[Junran Cao]

Thanks Phil and Daniel.

Yes, I initially asked the above question as I thought it might not be uncommon for models to not use factor-variables & that someone may have already created a program to enable the use of -margins- in those situations. It was only later that I realised Daniel's "bogus" program from the multiple imputation discussion thread is the only one that is applicable. But, as Daniel mentioned above, I should now be citing the other thread specifically on xthtaylor.