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Re: st: Margins & margins plot after quantile regression
From
Fred Wolfe <[email protected]>
To
[email protected]
Subject
Re: st: Margins & margins plot after quantile regression
Date
Fri, 20 Jan 2012 18:03:54 -0600
Thanks, Richard.
Fred
On Fri, Jan 20, 2012 at 8:55 AM, Richard Williams
<[email protected]> wrote:
> 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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