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Re: st: margins vs. lincom
From
"Michael N. Mitchell" <[email protected]>
To
[email protected]
Subject
Re: st: margins vs. lincom
Date
Wed, 15 Dec 2010 22:54:13 -0800
Dear Paul
The difference appears to be that -lincom- is using a t-distribution and -margins- is
using a z distribution. See the output below my signature based on your example. In
looking at the "Methods and Formulas" section of the -margins- documentation, it refers to
the use of maximum likelihood estimation. My hunch is that is the reason that the z
distribution is used, but someone might have something better than a hunch.
I hope that helps,
Michael N. Mitchell
Data Management Using Stata - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week - http://www.MichaelNormanMitchell.com
-----------------------
Output
-----------------------
. clear
. webuse margex
. set seed 1
. sample 1 // draw a 1% sample of the data
. regress y i.sex
(output omitted)
. margins sex
Adjusted predictions Number of obs = 30
Model VCE : OLS
Expression : Linear prediction, predict()
------------------------------------------------------------------------------
| Delta-method
| Margin Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
sex |
0 | 62.77647 4.230417 14.84 0.000 54.48501 71.06794
1 | 72.60769 4.837667 15.01 0.000 63.12604 82.08935
------------------------------------------------------------------------------
. lincom 1.sex+_cons
( 1) 1.sex + _cons = 0
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
(1) | 72.60769 4.837667 15.01 0.000 62.69818 82.5172
------------------------------------------------------------------------------
On 2010-12-15 1.38 PM, Visintainer, Paul wrote:
clear
webuse margex
sample 1 // draw a 1% sample of the data
regress y i.sex
margins sex
lincom 1.sex+_cons
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