st: interpreting margins results

[Richard J Stoll <stoll@rice.edu>]

I am using Stata/SE 11.1 on a PC.

I would appreciate help on interpreting the output from the margins
command.

I have read the documentation and looked around for examples on the web
and cannot find an example in which the calculated margin is significant
for one (or some) values of the variable, but not for others.  My question
is how to interpret such a finding.

Note: what follows is taken from a real dataset I am using, but the model
shown below is simpler than what I am doing.

Here is the regression command and results (note: I have chopped the right
side of the results so they won't wrap across lines; I always find that
hard to read).

. reg dmnetsupp i.d1982##c.lpchgdef

      Source |       SS       df       MS
-------------+------------------------------
       Model |  1148.21514     3   382.73838
    Residual |  4337.83844    33   131.44965
-------------+------------------------------
       Total |  5486.05358    36  152.390377

-----------------------------------------------------
   dmnetsupp |      Coef.   Std. Err.      t    P>|t|
-------------+---------------------------------------
     1.d1982 |   -6.62355   4.204622    -1.58   0.125
    lpchgdef |  -.2784506    .210933    -1.32   0.196
             |
       d1982#|
  c.lpchgdef |
          1  |   -.235843      .3527    -0.67   0.508
             |
       _cons |   6.204468   3.459617     1.79   0.082
-----------------------------------------------------

And then I use the following margins command, followed by the results
(again I have chopped the right side to avoid wrapping lines):

. margins i.d1982

Predictive margins  Number of obs   =         37
Model VCE    : OLS

Expression   : Linear prediction, predict()

------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|
-------------+----------------------------------------
       d1982 |
          0  |   5.590552   3.472332     1.61   0.107
          1  |  -1.552974   2.256145    -0.69   0.491
------------------------------------------------------

How would you discuss the difference in the z-scores/probabilities for the
two margins values of d1982?

Thanks for your help.
-------------------------------------------------------------------
Richard J. Stoll * Albert Thomas Professor of Political Science *
Rice University * Political Science MS 24 * P.O. Box 1892 * Houston
TX 77251-1892 * stoll@rice.edu * 713-348-3362 * FAX: 713-348-5273

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