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RE: st: margins vs. lincom
From
"Visintainer, Paul" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: margins vs. lincom
Date
Mon, 20 Dec 2010 14:07:07 -0500
Jeff, thanks for clarifying.
-p
________________________________________________
Paul F. Visintainer, PhD
Baystate Medical Center
Springfield, MA 01199
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Jeff Pitblado, StataCorp LP
Sent: Friday, December 17, 2010 11:28 AM
To: [email protected]
Subject: Re: st: margins vs. lincom
Paul Visintainer <[email protected]> asked why the
difference in the confidence limits between -lincom- and -margins- output.
Others answered this question already.
Paul posted a follow-up question:
> I suppose the next question is why does -margins- use z? The default for
> computations, if I'm not mistaken, is the e(sample).
-margins- computes predictive margins and marginal effects, both of which may
come from linear and/or nonlinear predictions. In the general case, -margins-
employs the delta-method to compute variance estimates. The residual degrees
of freedom may not be used with all the computable margins, even from
estimation results from -regress-.
The confidence intervals are derived using a normal approximation on the
estimated coefficients, which rests on asymptotic theory.
--Jeff
[email protected]
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