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Re: st: RE: RE: what does it mean the default for -mfx- is discrete when it is evaluated at the mean?


From   Nirina F <[email protected]>
To   [email protected]
Subject   Re: st: RE: RE: what does it mean the default for -mfx- is discrete when it is evaluated at the mean?
Date   Wed, 2 Jun 2010 22:18:00 -0400

Thank you very much for the responses.
May be : What you mean is that the rest of the variables are evaluated
at the mean but the independent dummy variable is evaluated at the
value 1 (instead of for example the mean at .37)
Nirina

On Tue, Jun 1, 2010 at 5:39 PM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> This was a knee-jerk reaction of course, since in a linear regression the
> marginal effects would always be constant.
>
> Still, what is the problem with saying that the marginal effect displayed is
> for going from zero to one, i.e. the only move that a dummy can possibly
> make? The fact that the share of ones in your sample is 37% does not change
> this fact, does it?
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Martin Weiss
> Sent: Dienstag, 1. Juni 2010 23:27
> To: [email protected]
> Subject: st: RE: what does it mean the default for -mfx- is discrete when it
> is evaluated at the mean?
>
>
> <>
>
> The point of evaluation does not seem to matter at all in this code, though:
>
>
> ***********
> sysuse auto, clear
> reg price weight length foreign
> mfx compute, dydx at(mean foreign=0)
> mfx compute, dydx at(mean foreign=1)
> mfx compute, dydx at(mean foreign=.2)
> mfx compute, dydx at(mean foreign=.5)
> mfx compute, dydx at(mean foreign=.8)
> ***********
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Nirina F
> Sent: Dienstag, 1. Juni 2010 16:09
> To: [email protected]
> Subject: st: what does it mean the default for -mfx- is discrete when it is
> evaluated at the mean?
>
> Hello,
> I have a dummy for dependent and main independent variable. I am using
> ivprobit.
> When I try to get the marginal effects, mfx  shows you that the
> default setting is 'discrete', that is, evaluate the marginal effect
> of a dummy going from 0->1. But it is evaluated at the mean (and under
> x it shows 0.37 for the independent variable) so I am a little bit
> confused about the interpretation of the marginal effect.
> Thank you for your help.
> Nirina
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