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st: AW: adjust vs. margins revisited
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: AW: adjust vs. margins revisited
Date
Fri, 30 Jul 2010 18:23:16 +0200
<>
At the German UGM in June, during "Wishes and Grumbles", I requested a table
providing a one-to-one mapping between the old -adjust- syntax and the new
-margins- syntax to give credence to the assertion in the (version 11.1)
help for -adjust- that
"...the margins command can do everything that adjust did and more". So
let`s hope it will materialise...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Tim Wade
Gesendet: Freitag, 30. Juli 2010 18:08
An: [email protected]
Betreff: st: adjust vs. margins revisited
Hello Statalisters:
Having recently upgradted to v. 11, I have been testing -margins-
and, like others have discussed on Statalist, I am trying to reconcile
some results compared to the old -adjust-
Here is a simplified example
sysuse auto.dta
logistic foreign price mpg weight
adjust price=4000 mpg weight, pr ci
margins, atmeans at(price=4000)
produces the following:
. adjust price=4000 mpg weight, pr ci
----------------------------------------------------------------------------
-------------------------------------------------------------
Dependent variable: foreign Equation: foreign Command: logistic
Covariates set to mean: mpg = 21.297297, weight = 3019.4595
Covariate set to value: price = 4000
----------------------------------------------------------------------------
-------------------------------------------------------------
----------------------------------------------
All | pr lb ub
----------+-----------------------------------
| .005861 [.000219 .137016]
----------------------------------------------
Key: pr = Probability
[lb , ub] = [95% Confidence Interval]
. margins, atmeans at(price=4000)
Adjusted predictions Number of obs =
74
Model VCE : OIM
Expression : Pr(foreign), predict()
at : price = 4000
mpg = 21.2973 (mean)
weight = 3019.459 (mean)
----------------------------------------------------------------------------
--
| Delta-method
| Margin Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
_cons | .0058613 .0097907 0.60 0.549 -.0133281
.0250508
----------------------------------------------------------------------------
--
I read the previous postings by Stata Corp's Jeff Pitlblado
(http://www.stata.com/statalist/archive/2009-11/msg00199.html where he
stated:
"The -pr- confidence intervals from -adjust- are computed by transforming
the
end-points of the CI limits from the linear prediction.
-margins- computes the CI limits using the normal approximation is valid."
but here margins produces negative confidence bounds on a probability
and also produces quite different results from -adjust-, which seems
to provide reasonable results. It does not seem plausible that both
results could be considered valid. Any thoughts?
Kind regards, Tim
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