Re: st: Testing whether the average partial effects are statistically different across groups?

[Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>]

Create an indicator variable for your condition (i.e., a variable
which is 1 if e>=0.5, 0 else), interact it fully with the variable of
interest ("fdi"), compute -margins, over(indicator) dydx(fdi)-, that
is the average marginal effects of "fdi" over the values of the
indicator term, and test the values produced for equality, as in the
following example:

/**************************************/
webuse union, clear
probit union age grade not_smsa ///
	i.south##c.year
margins, over(south) dydx(c.year)
test _b[0bn.south]=_b[1.south]
/**************************************/

T

On Wed, Aug 31, 2011 at 3:35 AM, natasha agarwal
<agarwana2@googlemail.com> wrote:
> Hello Everyone,
>
> I was estimating the following model:
>
> probit expdum fdi if e>=0.50
> margins, dydx(*)
> probit expdum fdi if e<0.50
> margins, dydx(*)
>
> Now I wanted to know whether the estimated Average partial effects of
> fdi are statistically different across the two groups.
>
> Can anyone please help me with this?
>
> Many thanks
> Natasha
> *
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>



-- 
Tirthankar Chakravarty
tchakravarty@ucsd.edu
tirthankar.chakravarty@gmail.com

*
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