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Re: st: margins at every observation
From
Thomas <[email protected]>
To
[email protected]
Subject
Re: st: margins at every observation
Date
Tue, 12 Oct 2010 16:47:03 +0100
derivate at various (virtual) cases but not for all observed cases?
Thomas
On 12/10/2010 16:23, Richard Williams wrote:
At 08:49 AM 10/12/2010, Thomas wrote:
I want to calculate the marginal effects for all observations:
sysuse auto, clear
reg price c.mpg##c.mpg
gen dydx = _b[mpg]+2*_b[ c.mpg#c.mpg]*mpg
I thought I would get the same using:
margins, dydx(mpg) at((asobserved) mpg)
but I only get a single value at the mean of mpg.
How can I get the marginal effect at each observation from -margins-
(if at all)?
Both approaches are giving you the same result. You aren't getting a
single value at the mean of mpg, you are getting the average marginal
effect. Tweaking your code slightly,
sysuse auto, clear
reg price c.mpg##c.mpg
gen dydx = _b[mpg]+2*_b[ c.mpg#c.mpg]*mpg
sum dydx
margins, dydx(mpg) at((asobserved) mpg)
The last command can be simplified to
margins, dydx(mpg)
Unfortunately, margins does not have a way to generate new variables,
so if you want a marginal effect for each case (rather than just the
average of those marginal effects) you have to do something like what
you did.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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