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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   Wed, 13 Oct 2010 10:14:34 +0100

--- On Tue, 12/10/10, 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)?
That marginal effect only depends on the value of mpg, so
you can get a complete list of all marginal effects by typing:

margins, dydx(mpg) over(mpg)

There is no -generate- or -replace- option in -margins, so there
is no easy way to turn this into a variable (it is possible, but
your manual computations are just easier).

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------






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Thanks. But it does not seem to allow negative values for the variable that is included in -over-. Is there any way around this?

Thomas
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