On 4nov2009 Jay Verkuilen wrote:
>-adjust- had some nice features that -margins- seems to lack, or else maybe I just don't properly understand. For instance, -adjust- used to be >able to take a variable that wasn't in the model as an argument and generate predictions, etc., for it.
>
>Example:
>
>Run a logit model over a continuous covariate, then run -adjust- over a binned version of that covariate to make a nice table of predicted >probabilities.
>
>Let me see if I can make an example:
>
>. sysuse auto
>. gen mpg2 = 10*trunc(mpg/10)+5
>. logit foreign mpg
>. adjust, by(mpg2) pr ci vertical
>
>Which gives:
>
>Dependent variable: foreign Command: logit
>Variable left as is: mpg
>
>mpg2 pr lb ub
>
>15 .152759 [.074742 .286956]
>25 .353318 [.238384 .488149]
>35 .692834 [.411283 .879263]
>45 .89765 [.545156 .984657]
>
>Key: pr = Probability
>[lb , ub] = [95% Confidence Interval]
>
>
>In short, one of the things I liked about -adjust- was the fact that it was a little bit "hackable." :) I simply haven't had to do any kind of serious >analysis using Stata 11 recently (too much other BS to deal with, committees, etc., plus the fact that some RL things intervened) so maybe >there is a way and I'm simply not seeing it.
The following -margins- commands produce very close point estimates
but somewhat different confidence intervals:
. logit foreign mpg
. margins if mpg2==15
Predictive margins Number of obs = 35
Model VCE : OIM
Expression : Pr(foreign), predict()
------------------------------------------------------------------------------
| Delta-method
| Margin Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | .1576242 .0514502 3.06 0.002 .0567838 .2584647
. margins if mpg2==25
Predictive margins Number of obs = 32
Model VCE : OIM
Expression : Pr(foreign), predict()
------------------------------------------------------------------------------
| Delta-method
| Margin Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | .3580884 .063645 5.63 0.000 .2333465 .4828303
And so on for
. margins if mpg2==35
. margins if mpg2==45
It will be interesting to see what Stata has to say about these two approaches.
--
Phil Ender
Statistical Consulting Group
UCLA Academic Technology Services
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