Re: st: predicted marginal effects for sample

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 06:31 PM 12/4/2011, john sanders wrote:
> 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.
In Microeconomics Using Stata, Revised Edition, Cameron and Trivedi 
show (in Section 10.6) how to manually compute AMEs. See
http://www.stata.com/bookstore/musr.html

The code they use can be found at

http://www.stata-press.com/data/musr.html

Look specifically at the file -mus10p1nonlin.do- . The sections you 
may be interested in start with the line "* AME computed manually for 
a single regressor" .
Their examples are for continuous variables. For an example using 
discrete variables, see slides 27-30 of
http://www.nd.edu/~rwilliam/stats/Margins01.pdf


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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