Chip Hunter <[email protected]> kindly pointed out to me off-list that one
can easily obtain the marginal effects and standard errors for linear models
using -lincom-
For example:
. sysuse auto
(1978 Automobile Data)
. gen mpgXprice = mpg*price
. gen mpgXgear = mpg*gear
. qui reg weight mpg price gear mpgX*
. qui sum price if e(sample)
. local mean1 = r(mean)
. qui sum gear if e(sample)
. local mean2 = r(mean)
. lincom mpg + mpgXp*`mean1' + mpgXg*`mean2'
( 1) mpg + 6165.257 mpgXprice + 3.014865 mpgXgear = 0
------------------------------------------------------------------------------
weight | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
(1) | -73.55893 10.69451 -6.88 0.000 -94.89949 -52.21836
------------------------------------------------------------------------------
Scott
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