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Re: st: margins / over / dydx
From
[email protected] (Jeff Pitblado, StataCorp LP)
To
[email protected]
Subject
Re: st: margins / over / dydx
Date
Wed, 04 Jan 2012 12:59:06 -0600
Robert Duval <[email protected]> wants to compute a comparison of the results
from -margins- with the -over()- option:
> I have a question on the use of the command margins together with the
> option over().
>
> Suppose I want to get the prediction for a given outcome by sex in a
> probit model (other models would be ok)
>
> use http://www.stata-press.com/data/r11/margex
>
> probit outcome sex##group age distance arm
>
> margins , over(sex)
>
> That is I want the average predicted probability of having a positive
> outcome for males and again for females rather than the average
> predicted probability with everyone treated as male and then again
> with everyone treated as female.
>
> In this particular example Stata gives me
>
> margins , over(sex)
>
> Predictive margins Number of obs = 3000
> Model VCE : OIM
>
> Expression : Pr(outcome), predict()
> over : sex
>
> ------------------------------------------------------------------------------
> | Delta-method
> | Margin Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> sex |
> 0 | .0807707 .0061496 13.13 0.000 .0687178 .0928236
> 1 | .2587496 .0103578 24.98 0.000 .2384487 .2790504
> ------------------------------------------------------------------------------
>
> Now I want the estimated difference 0.2587496 - .0807707 = .1779789
> and its standard error.
>
> Is there an easy way to do this without using the post option?
In Stata 12, -margins- has new options for computing contrasts of margins.
These new features are documented in -[R] margins, contrast-.
For Robert's example above, simply add a contrast operator in the -over()-
option:
. margins , over(r.sex) contrast
--Jeff
[email protected]
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