Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: problem with factor variable and margins.
From
Rich Steinberg <[email protected]>
To
[email protected]
Subject
st: problem with factor variable and margins.
Date
Tue, 16 Mar 2010 18:49:55 -0400
Running a tobit, then getting average marginal effects (dy/dx) using the
margins command. I ask it to compute the margins for some continuous
variables and 2 kinds of factor variables. Results are only reported
for one of the two kinds of factor variables even though raw tobit
coefficients are computed for both kinds and no error messages appear.
I "post" the margins results to do some testing, and all is well for
testing continuous variables and one kind of factor variable (using
"test"), but I get an error message for any tests involving the other
kind of factor variable indicating it is "not found". Is it me or
stata, I say hesitantly, realizing that every time in the past that I
thought I found a bug it turned out to be a stupid error on my part.
Specifically, we have all sorts of income and wealth covariates and some
indicators created from them: variables beginning with 'z' are
indicators that =1 if the corresponding income source =0, 0 otherwise.
I have no problem with the z variables. Variables beginning with n are
indicators that = 1 if the corresponding income source takes a negative
value, 0 otherwise. Here are the relevant command lines, with a few
comments inserted:
tobit Atotgiv $income i.zlinc i.zainc i.zwelinc i.ztrinc i.zinh i.zhome
i.zowlth i.nainc nainc_ainc i.nhome nhome_home i.nowlth nowlth_owlth
$control, ll(24.99) vce(cluster fid1968)
*runs fine, produces coefficients for the three 'n' factor variables:
i.nainc, i.nhome, and i.nowlth
margins, predict(ystar(0,.)) dydx( linc2005 ainc2005 welinc2005
trinc2005 pdv_totinh2005 home2005 owlth2005 zlinc zainc nainc nainc_ainc
zwelinc ztrinc zinh zhome nhome nhome_home zowlth nowlth nowlth_owlth) post
*produces the following translation and table, where the 'n' factor
variables disappear
Average marginal effects Number of obs
= 4790
Model VCE : Robust
Expression : E(Atotgiv*|Atotgiv>0), predict(ystar(0,.))
dy/dx w.r.t. : linc2005 ainc2005 welinc2005 trinc2005 pdv_totinh2005
home2005 owlth2005 1.zlinc
1.zainc 1.zwelinc 1.ztrinc 1.zinh 1.zhome 1.zowlth
nainc_ainc nhome_home nowlth_owlth
Delta-method
dy/dx Std. Err. z P>z [95% Conf. Interval]
linc2005 .0036341 .0018126 2.00 0.045 .0000814 .0071867
ainc2005 .0042529 .0054043 0.79 0.431 -.0063394 .0148451
welinc2005 -.0227912 .0274355 -0.83 0.406 -.0765638
.0309814
trinc2005 -.0009717 .0044668 -0.22 0.828 -.0097265 .007783
pdv_tot~2005 .0018556 .0016007 1.16 0.246 -.0012817
.004993
home2005 .0001909 .0004784 0.40 0.690 -.0007468 .0011286
owlth2005 .0002804 .0001727 1.62 0.104 -.0000581 .0006189
1.zlinc -318.2919 220.6601 -1.44 0.149 -750.7777 114.194
1.zainc -392.2745 79.73669 -4.92 0.000 -548.5555 -235.9935
1.zwelinc 22.76784 236.5038 0.10 0.923 -440.7712 486.3069
1.ztrinc 69.08922 71.11036 0.97 0.331 -70.28453 208.463
1.zinh -93.65764 124.6813 -0.75 0.453 -338.0284 150.7131
1.zhome -413.516 85.3139 -4.85 0.000 -580.7282 -246.3038
1.zowlth -874.5375 135.0824 -6.47 0.000 -1139.294 -609.7809
nainc_ainc .0071456 .0273387 0.26 0.794 -.0464373 .0607286
nhome_home .0011568 .0057747 0.20 0.841 -.0101613 .012475
nowlth_owlth .0016043 .0015222 1.05 0.292 -.0013791
.0045878
Note: dy/dx for factor levels is the discrete change from the base
level.
*And then I do many tests, including the following that work and don't work:
test (ainc)(1.zainc)
( 1) ainc2005 = 0
( 2) 1.zainc = 0
chi2( 2) = 28.57
Prob > chi2 = 0.0000
test (1.nainc) (nainc_ainc)
1.nainc not found
r(111);
--
Rich Steinberg
Department of Economics, 516 Cavanaugh Hall
IUPUI
Indianapolis, IN 46202-5140
317-278-7221
"Unanswered email since 1955"
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/