See Ed Norton's web site at University of South Carolina - he has nice set of programs to do this.
-----Original Message-----
From: Javier Escobal [mailto:[email protected]]
Sent: Thu 4/1/2004 7:30 PM
To: [email protected]
Cc:
Subject: st: RE: marginal effects and interactions
Hi to all
Any idea how can this be done for the marginal effects in a probit model?
regards
Javier
> -----Mensaje original-----
> De: [email protected]
> [mailto:[email protected]] En nombre de
> Scott Merryman
> Enviado el: Jueves, 01 de Abril de 2004 06:48 p.m.
> Para: [email protected]
> Asunto: st: marginal effects and interactions
>
> 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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