Two nominal variables

Gender × parenthood and gender × education: Tables 3–4 and Figures 12–13 of Mize (2019)

Interactions between two nominal variables are the simplest case: there are only a few combinations of the focal variables at which to look. The article’s example asks whether becoming a parent changes the probability of drinking alcohol differently for men and women, using Wave IV of Add Health, and then whether the gender gap in drinking differs by level of education.

Binary × binary: gender and parenthood

use "https://tdmize.github.io/data/data/nli_ah4", clear
(Add Health Wave IV | NLI - Nonlinear Interaction Effects | 2018-12-17)

. 
quietly logit alcB i.woman##i.parrole c.age i.race c.income i.educ, vce(robust)
estimates store alcmod

The predictions (Figure 12)

The four predicted probabilities, from margins, plotted as bars with coefplot. Each set of predictions is stored so that coefplot can arrange them by parental status within gender.

quietly margins, at(woman=(0 1) parrole=0) post
estimates store prno
estimates restore alcmod
(results alcmod are active now)
quietly margins, at(woman=(0 1) parrole=1) post
estimates store prpar
. 
coefplot prno prpar, vertical recast(bar) barwidth(0.3) ///
    ciopts(recast(rcap) color(gs10)) citop ///
    legend(order(1 "No children" 3 "Parent")) ///
    xlabel(1 "Men" 2 "Women") ytitle("Pr(Alcohol use)") ylabel(0(.2)1) ///
    title("Figure 12. Pr(alcohol use) by gender and parenthood")
graph export "fig/nli-alcohol-predictions.png", replace width(1400)
file fig/nli-alcohol-predictions.png saved as PNG format

Probability of alcohol use by gender and parental status, as bars with confidence intervals.

First and second differences (Table 3)

The effect of parenthood for men and for women is mecompare with by(woman); the second difference – is the effect of parenthood the same for both? – is the difference between the two rows.

mecompare i.parrole, models(alcmod) by(woman)
Predicting: Pr(alcB)

Marginal effects (N_alcmod=4307)

                                 |  ME #   Estimate  Robust SE      P>|z|
---------------------------------+---------------------------------------
parrole                          |                                       
        Parent - No Children     |                                       
                             Man |     1     -0.103      0.023      0.000
                           Woman |     2     -0.163      0.021      0.000
metest 1 - 2
                                 |  estimate         se     pvalue 
---------------------------------+--------------------------------
 parrole_woma~0 - parrole_woma~1 |     0.059      0.031      0.055 

Parents are less likely to drink than non-parents of the same gender, and the drop is larger for women than for men (though the second difference is only marginally significant). The other side of the interaction is the gender gap for non-parents and for parents:

mecompare i.woman, models(alcmod) by(parrole)
Predicting: Pr(alcB)

Marginal effects (N_alcmod=4307)

                                 |  ME #   Estimate  Robust SE      P>|z|
---------------------------------+---------------------------------------
woman                            |                                       
                 Woman - Man     |                                       
                     No Children |     1     -0.059      0.020      0.003
                          Parent |     2     -0.118      0.025      0.000
metest 1 - 2
                                 |  estimate         se     pvalue 
---------------------------------+--------------------------------
 woman_parrol~0 - woman_parrol~1 |     0.059      0.031      0.055 

Nominal with several categories: gender and education

With a five-category education variable the logic is the same; there are simply more comparisons.

quietly logit alcB i.educ##i.woman c.age i.race c.income, vce(robust)
estimates store alcedmod

The predictions (Figure 13)

The ten predicted probabilities as a dot plot, education on the axis and one marker per gender. As for Figure 12, the predictions for each gender are stored separately for coefplot:

quietly margins educ, at(woman=0) post
estimates store Men
estimates restore alcedmod
(results alcedmod are active now)
quietly margins educ, at(woman=1) post
estimates store Women
. 
coefplot Men Women, ciopts(color(*.4)) ///
    xtitle("Pr(Alcohol use)") xlabel(.2(.2).8) ///
    title("Figure 13. Pr(alcohol use) by gender and education")
graph export "fig/nli-alcohol-education.png", replace width(1400)
file fig/nli-alcohol-education.png saved as PNG format

Probability of alcohol use by gender and educational attainment, one marker per gender at each level of education.

The gender gap at each level of education (Table 4)

by(educ) gives the marginal effect of gender at each level of education, one row per level. A joint test that the five gaps are equal is the overall test of interaction; the pairwise second differences say which levels differ.

mecompare i.woman, models(alcedmod) by(educ)
Predicting: Pr(alcB)

Marginal effects (N_alcedmod=4307)

                                 |  ME #   Estimate  Robust SE      P>|z|
---------------------------------+---------------------------------------
woman                            |                                       
                 Woman - Man     |                                       
           No High School Degree |     1     -0.288      0.061      0.000
              High School Degree |     2     -0.104      0.035      0.003
                    Some College |     3     -0.136      0.023      0.000
                  College Degree |     4     -0.062      0.029      0.032
                 Graduate Degree |     5     -0.126      0.047      0.007
metest 1 = 2 = 3 = 4 = 5
Tests of equality

                                 |      chi2         df     pvalue 
---------------------------------+--------------------------------
                       1=2=3=4=5 |    12.497      4.000      0.014 

The gap is significant at every level of education – men are more likely to drink – and the gaps are not all the same size. Table 4 of the article reports which pairs differ; the contrasts with the lowest education level, accumulated into one table with add:

metest 1 - 2, rowname("No HS - HS")
                                 |  estimate         se     pvalue 
---------------------------------+--------------------------------
                      No HS - HS |    -0.185      0.070      0.008 
metest 1 - 3, add rowname("No HS - Some college")
                                 |  estimate         se     pvalue 
---------------------------------+--------------------------------
                      No HS - HS |    -0.185      0.070      0.008 
            No HS - Some college |    -0.153      0.065      0.019 
metest 1 - 4, add rowname("No HS - College")
                                 |  estimate         se     pvalue 
---------------------------------+--------------------------------
                      No HS - HS |    -0.185      0.070      0.008 
            No HS - Some college |    -0.153      0.065      0.019 
                 No HS - College |    -0.226      0.067      0.001 
metest 1 - 5, add rowname("No HS - Graduate")
                                 |  estimate         se     pvalue 
---------------------------------+--------------------------------
                      No HS - HS |    -0.185      0.070      0.008 
            No HS - Some college |    -0.153      0.065      0.019 
                 No HS - College |    -0.226      0.067      0.001 
                No HS - Graduate |    -0.162      0.077      0.035 

The gender gap among those without a high school degree is larger than at every other level. Any other pair is tested the same way, e.g. metest 2 - 4.

The other side: education within gender

The article omits this side for space but recommends examining it. With i.educ as the focal variable, each row is a contrast with the base category; pwcompare would give all ten pairwise contrasts instead.

mecompare i.educ, models(alcedmod) by(woman)
Predicting: Pr(alcB)

Marginal effects (N_alcedmod=4307)

                                 |  ME #   Estimate  Robust SE      P>|z|
---------------------------------+---------------------------------------
educ                             |                                       
    High School - No High Sc     |                                       
                             Man |     1      0.025      0.047      0.590
                           Woman |     2      0.210      0.052      0.000
    Some Colleg - No High Sc     |                                       
                             Man |     3      0.080      0.045      0.075
                           Woman |     4      0.232      0.047      0.000
    College Deg - No High Sc     |                                       
                             Man |     5      0.099      0.047      0.036
                           Woman |     6      0.326      0.049      0.000
    Graduate De - No High Sc     |                                       
                             Man |     7      0.132      0.056      0.019
                           Woman |     8      0.294      0.054      0.000
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