ginteff: A generalized command for computing interaction effects

Abstract

Interaction analyses are useful tools to examine complex socioeconomic outcomes in which the effect of one variable depends on the presence or values of another variable. Interaction effects capture simultaneous changes in two (or more) covariates, and their computation is especially challenging in nonlinear models. For such models, a statistically significant interaction-term coefficient does not necessarily indicate significant interactive effects. For analyses in which the interaction effect cannot be inferred from the model estimates, I introduce ginteff, a new command that automatically computes two- and three-way interaction effects. The command accommodates a large suite of estimation models and allows researchers to use either the partial derivative or the first difference to model the effect of the interacted variables.