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  • Interpreting coefficients of a continuous variable interacted with a categorial variable in regression

    In a xtlogit model
    Code:
    xtlogit mental_health i.gender i.age income#i.province
    Can I use
    Code:
    margins, dydx (income) at (province=(0 1 2 3 4))
    to interpret the coefficients?
    Thank you.

  • #2
    I must have written this post real quick and now I cannot edit it anymore. I meant
    Code:
    xtlogit mental_health i.gender i.age c.income##i.province
    . The variable province has five categories. I wonder if I have to write the categorical variable first.

    I also wonder when labeling the table presenting the results, if I should call it "predicted mental health by respondents' income and province of residence" or "marginal effect of income on respondents' mental health by province of residence."

    Thank you.

    Comment


    • #3
      I found it does not matter whether the continuous variable is before or after "##." I wonder when we interpret results from an interaction between a continuous and a categorical variable, can we do it the same way as two categorical variables interacted? Thank you.

      Comment

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