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st: predicted marginal effects for sample


From   john sanders <[email protected]>
To   [email protected]
Subject   st: predicted marginal effects for sample
Date   Sun, 4 Dec 2011 18:31:30 -0500

I am running a simple linear regression model with some interaction
terms of the following nature:

reg demand c.distance##c.price##c.price

I want to use the model parameters to predict the marginal effect of a
price change for every observation in the data (i.e. instead of the
linear prediction, I want the marginal effect for each observation).

Is this possible using the margins command? I could certainly code
this up, but I was wondering if there was a "predict" analogue to the
margins command.
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