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Re: st: How to get -margins- give predicted probabilities faster?


From   Friedrich Huebler <[email protected]>
To   [email protected]
Subject   Re: st: How to get -margins- give predicted probabilities faster?
Date   Mon, 19 Jul 2010 18:03:03 -0400

Duha,

If you don't need standard errors you can speed up -margins- with the
-nose- option.

. margins, at((mean) _all x1=(0 1) x2=(0 1) x3=(10(1)20)) post nose

Friedrich

On Mon, Jul 19, 2010 at 11:47 AM, Duha Altindag <[email protected]> wrote:
> Greetings,
> I wonder if -margins- can be made work faster.
>
> Say I have two indicators (x1 and x2) and two continuous variables (x3
> x4). The following piece takes a while with Stata SE and a recently
> purchased computer (fairly fast).
>
> probit y x1#x2 x3 x4
> margins, at((mean) _all x1=(0 1) x2=(0 1) x3=(10(1)20)) post
>
> But instead if created dummies associated with x1#x2 and run -probit-
> and calculate predicted probabilities with -nlcom- at the above
> specified values, I'd be done faster.
>
> Is there a way to get -margins- to do this job faster?
> If not, do I gain something by using -margins- over the second way
> described above?
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