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Re: st: Margins & margins plot after quantile regression
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: Margins & margins plot after quantile regression
Date
Fri, 20 Jan 2012 09:55:35 -0500
At 06:11 AM 1/20/2012, Fred Wolfe wrote:
Can someone tell me how to get the marginal effects after the
following command for all of the quantiles.
. sqreg dfness age gender,q(.25 .50 .75 .95)
(fitting base model)
(bootstrapping ....................)
Simultaneous quantile regression Number of obs = 2488
bootstrap(20) SEs .25 Pseudo R2
= 0.0386
.50 Pseudo R2
= 0.0731
.75 Pseudo R2
= 0.0908
.95 Pseudo R2
= 0.1248
------------------------------------------------------------------------------
| Bootstrap
dfness | Coef. Std. Err. t P>|t| [95%
Conf. Interval]
-------------+----------------------------------------------------------------
q25 |
age
| .0410552 .0038733 10.60 0.000 .03346 .0486505
gender
| .656884 .0742087 8.85 0.000 .5113666 .8024013
_cons
| -1.023816 .1525062 -6.71 0.000 -1.322868 -.7247635
-------------+----------------------------------------------------------------
q50 |
age
| .0821105 .0051305 16.00 0.000 .0720499 .092171
gender
| .7389944 .1777711 4.16 0.000 .3903997 1.087589
_cons
| -.859595 .3019741 -2.85 0.004 -1.451742 -.2674482
-------------+----------------------------------------------------------------
q75 |
age
| .1129019 .0051985 21.72 0.000 .1027082 .1230957
gender
| .9032154 .2762264 3.27 0.001 .3615577 1.444873
_cons
| .2078413 .42155 0.49 0.622 -.6187842 1.034467
-------------+----------------------------------------------------------------
q95 |
age
| .172041 .0086505 19.89 0.000 .155078 .189004
gender
| .3010708 .6610339 0.46 0.649 -.9951631 1.597305
_cons
| 4.46586 1.153358 3.87 0.000 2.204218 6.727502
------------------------------------------------------------------------------
. margins, at(age=(20 [10] 80))
<snip>
------------------------------------------------------------------------------
| Delta-method
| Margin Std. Err. z P>|z| [95%
Conf. Interval]
-------------+----------------------------------------------------------------
_at |
1 | .7976641 .073706 10.82 0.000 .6532031
.9421252
2 | 1.208217 .0520172 23.23 0.000 1.106265
1.310168
3 | 1.618769 .0478113 33.86 0.000 1.525061
1.712478
4 | 2.029321 .0645985 31.41 0.000 1.902711
2.155932
5 | 2.439874 .0914708 26.67 0.000 2.260594
2.619153
6 | 2.850426 .1219335 23.38 0.000 2.611441
3.089412
7 | 3.260979 .1538686 21.19 0.000 2.959402
3.562556
------------------------------------------------------------------------------
This is apparently margins for q50. I would like margins for all of
the quantiles, with an ultimate goal of using margins plot.
I'd be surprised if it is q50, I would expect q25. I think you have
the same problem I have when using ologit -- there are multiple
equations so you have to run multiple margins commands, and I don't
know how you combine all that into a single marginsplot. Try
margins, at(age=(20 [10] 80)) predict(outcome(#1))
margins, at(age=(20 [10] 80)) predict(outcome(#2))
margins, at(age=(20 [10] 80)) predict(outcome(#3))
margins, at(age=(20 [10] 80)) predict(outcome(#4))
My ongoing wish is that margins easily handle multiple outcome
commands. I wrote -mfx2- for the old -mfx- command to handle multiple
outcomes. If I ever got ambitious, I could probably write a similar
-margins2- command, but I keep hoping Stata will do it for me.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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