Line for the server...
Here is an improved version of your -prog- (not an endorsement of your research strategy...). Crucially, the "X" in e(Xmfx_dydx) must be capitalized...
***********
cap prog drop simnorm
prog simnorm, rclass
vers 9.0
*construct data
drop _all
set obs 1000
g X2=uniform()*3
g X3=uniform()*0.5+2
g Y=uniform()>0.7
gen a = 3*invnorm(uniform())+ 5 //so mean 5, sd 3
_pctile a, p(5)
loc p5 = r(r1)
logit Y a X2 X3, robust
mfx, predict(p) at(mean a=`p5)' X2=0)
mat dydxmfx = e(Xmfx_dydx)
ret sca dydxmfxap5 = dydxmfx[1,1]
end
simulate dydxmfxap5 = r(dydxmfxap5), reps(100) : simnorm
*saving("C:\data\sima.dta", replace)
***********
HTH
Martin
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Supnithadnaporn, Anupit
Sent: Tuesday, December 02, 2008 5:19 AM
To: statalist
Subject: st: Simulation: marginal effect at the 5th percentile
Dear all,
I am running a simulation of the logit model. Each repetition I create a variable called
"a", which is normally distributed. I would like to find the marginal effect of this
variable at the certain percentiles of its distribution. The problem is that I cannot
specify the number of the particular percentile in -mfx, predict(p) at( )-
because I don't know the value in each repetition. So I use the -r( )- from -sum-.
However,my program gives me the error from -mfx- part saying that
'indp5' found where number expected
an error occurred when simulate executed simlognorm
Is there a way to specify the unknown value in -at( )- of -mfx-? Would anybody please help?
Thank you
Anupit
----------------------------------------------------------
program define simnorm, rclass
version 9.0
gen a = sdX1*invnorm(uniform())+ meanX1
sum a, detail
ret scalar ap5 = r(p5)
logit Y a X2 X3, robust
mfx, predict(p) at(mean a=ap5 X2=0)
mat dydxmfx = e(xmfx_dydx)
ret scalar dydxmfxap5 = dydxmfx{1,1]
eret clear
drop a
end
simulate dydxmfxap5 = r(dydxmfxap5), reps(100) saving("C:\data\sima.dta", replace): simnorm
----------------------------------------------------------
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