Re: st: predicted marginal effects for sample

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

At 09:18 PM 12/4/2011, john sanders wrote:
> Thank you Steve,
>
> Unfortunately, I was not able to find a solution in the help file or
> manual, which is why I am asking here.
>
> I simply want to generate a variable which contains the predicted
> marginal effect of model.
>
> For the linear prediction, I would simply type:
> reg demand c.distance##c.price##c.price
> predict demand_hat, xb
>
> I want to do something similar for the marginal effect of price:
> reg demand c.distance##c.price##c.price
> margins , dydx(price)
>
> To calculate the predictive margins, I could simply generate a new variable:
> gen 
> demand_change=distance*_b[c.distance#c.price]+2*price*_b[c.price#c.price]+2*distance*price*_b[c.distance#c.price#c.price]
> I was simply wondering if margins had this automated.
Not automated, but not hard.

webuse auto, clear
clonevar xmpg = mpg
sum xmpg
gen delta = r(sd)/1000
reg price c.trunk##c.weight##c.xmpg
margins, dydx(xmpg)
predict p1
replace xmpg = xmpg + delta
predict p2
gen mfxmpg = (p2-p1)/delta
sum mfxmpg

Tweak the code a little if missing data is an issue.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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