ginteff: A Generalized Command for Computing Interaction Effects

Interaction analyses are a useful tool to examine complex socio-economic outcomes where the effect of one variable depends on the presence or values of another variable. Interaction effects capture the simultaneous change 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 where the interaction effect cannot be inferred from the model estimates, I introduce ginteff, a new Stata program that automatically computes two- and three-way interaction effects. The program accommodates a large suite of estimation models, and allows researchers to employ either the partial derivative or the first difference to model the effect of the interacted variables.