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RE: st: RE: problem with factor variable and margins.
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
RE: st: RE: problem with factor variable and margins.
Date
Wed, 17 Mar 2010 19:24:19 +0100
<>
" Should I report it to
stata's tech staff, or is that something you do, Martin?"
Nope, it is your query, and I cannot possibly know as much about it as you
do, including, but not limited to, the question whether there is the
possibility of a bug or not. Instructions are at
http://www.stata.com/support/tech-support/tech2.html
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Rich Steinberg
Sent: Mittwoch, 17. März 2010 18:26
To: [email protected]
Subject: Re: st: RE: problem with factor variable and margins.
I think I have tracked down the problem. In addition to the factor
variable nainc, I have a continuous variable nainc_ainc as a regressor
(which is the indicator times a continuous variable). The margins
command then got confused and assumed that nainc was an abbreviation for
nainc_ainc, which did appear in the results and subsequent tests. When
I rename nainc_ainc as n2ainc_ainc, my problem goes away -- a marginal
effect for the discrete change in the factor variable nainc does indeed
show up in the results.
If I am right in diagnosing why the rename solves the problem, this
means there is a bug in stata's margins. It is not reporting an
ambiguous abbreviation, it is simply picking one. Should I report it to
stata's tech staff, or is that something you do, Martin?
Martin Weiss wrote:
> <>
>
> So "1.nainc" is not in there. Is there any message after the -margins,
post-
> command to indicate that it got dropped?
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Rich Steinberg
> Sent: Mittwoch, 17. März 2010 01:52
> To: [email protected]
> Subject: Re: st: RE: problem with factor variable and margins.
>
> Martin -- thanks for quick reply.
> Here's what I get when I follow your directions. Note that it makes no
> mention of the "n" indicators.
> e(b)[1,24]
>
>
> 0b. 1.
> linc2005 ainc2005 welinc2005 trinc2005
> pdv_tot~2005 home2005 owlth2005 zlinc zlinc
> y1 .00361868 .00423484 -.02269471 -.00096762
> .00184778 .0001901 .00027922 0 -316.88901
>
> 0b. 1. 0b. 1.
> 0b. 1. 0b. 1. 0b.
> zainc zainc zwelinc zwelinc
> ztrinc ztrinc zinh zinh zhome
> y1 0 -390.58658 0 22.671088
> 0 68.796578 0 -93.26363 0
>
> 1. 0b.
> 1.
> zhome zowlth zowlth nainc_ainc
> nhome_home nowlth_owlth
> y1 -411.67932 0 -870.19597 .00711539
> .00115194 .00159752
>
> .
>
>
> Martin Weiss wrote:
>
>> <>
>>
>> What does
>>
>> *************
>> mat l e(b)
>> *************
>>
>> after the -margins,post- line give you?
>>
>>
>> HTH
>> Martin
>>
>>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of Rich Steinberg
>> Sent: Dienstag, 16. März 2010 23:50
>> To: [email protected]
>> Subject: st: problem with factor variable and margins.
>>
>> 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);
>>
>>
>>
>>
>>
> *
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>
>
> *
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>
--
Rich Steinberg
Department of Economics, 516 Cavanaugh Hall
IUPUI
Indianapolis, IN 46202-5140
317-278-7221
"Unanswered email since 1955"
*
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