[stata] interaction terms in conditional logit


New Member
Dear all,
There is a famous paper by Norton et al. (2003) which describes why stata's wrong about interaction terms in logit regressions. They propose program called inteff that you can download for stata.
Maarten Buis also presents a way how to deal with it using odd ratios (http://www.maartenbuis.nl/publications/interactions.pdf).

The thing is that I am using 2nd order interaction terms. For conditional logit I have 11 possible decisions for each individual and only one is chosen. To check for the influence of personal characterics I need to regress on <choice_specific_variable>*sex*treatment, and not simply sex*treatment, because sex and treatment do not vary within each subject. However, when I type
"margins, over(<choice_specific_variable>#(treatment sex)) expression(exp(xb())) post" (look at Buis)

stata says you cannot use interaction terms for margins. Do you have any idea how I proceed in such a case?

Using inteff (solution by Norton et al., 2003) is also problematic, because it doesn't work with conditional logit.

Thank you very much in advance for your reply and your time!
Best regards,