Kazi,
The variance of the marginal effect would be :
var[a + bz1 + cz2 + dz3] = var[a] + (z1^2)*var[b] + (z2^2)*var[c] +
(z3^2)*var[d]
+ 2*z1*cov[a,b] + 2*z2*cov[a,c] + 2*z3*cov[a,d] +
2*z1*z2*cov[b,c]
+ 2*z1*z3*cov[b,d] + 2*z2*z3*cov[c,d]
for given values of z1, z2, and z3.
The variances and covariances can be picked up from the e(V) matrix that is left
behind following -regress-
Hope this helps,
Scott
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Wednesday, March 31, 2004 1:06 AM
Subject: Re: st: Re: interactions, slopes, and standard errors
> Dear stata users, i need some help with estimating marginal effect and the std
error with more than one interaction term.
>
> the regression, y= cons + a*x + b*x*z1 +c*x*z2 + d*x*z3 +e
>
> so, the marginal effect of x on y : dy/dx = a+ b*z1+ c*z2+ d*z3
>
> Is it possible to evaluate the marginal effect at different percentile of z's
, say 10th of z1, 50th of z2 and 90th of z3? how should i estimate the std
error? does it work with xtivreg ?
>
> Thanks a lot.
>
> kazi
>
>
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