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st: RE: RE: RE: RE: RE: Accessing to a subvector of vector like
From
"Nakelse, Tebila (AfricaRice)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: RE: RE: RE: RE: Accessing to a subvector of vector like
Date
Tue, 7 Feb 2012 15:49:15 +0000
Nick the code you've given is correct and work very well. But it seems it not solve my problem which I know is not clearly expose.
Below I tried to xplicit
explicit.
sysuse auto
(1978 Automobile Data)
. gen gpm = 1 / mpg
. qui logit foreign weight length turn
. mat bl=e(b)
. predict pz, p
. qui regress gpm length displacement pz
. mat breg = e(b)
. mat li breg
breg[1,4]
length displacement pz _cons
y1 .00028888 .000039 -.00406527 -.01058354
. mat li bl
bl[1,4]
foreign: foreign: foreign: foreign:
weight length turn _cons
y1 -.00225393 .05080304 -.43106583 12.501797
predictnl Ey = breg[1,1]*length + breg[1,2]*displacement + breg[1,3]* normal(bl[1,1]*weight+bl[1,2]* length+bl[1,3]* turn+ bl[1,4]) + breg[1,4], se(Ey_se)
Warning: prediction doesn't vary with respect to e(b).
I want to use Ey in my margins command
margins, expression (breg[1,1]*length + breg[1,2]*displacement + breg[1,3]* normal(bl[1,1]*weight+bl[1,2]* length+bl[1,3]* turn+ bl[1,4]) + breg[1,4])
||
pz
------------------------------------------------------------------------------
| Delta-method
| Margin Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | .0501869 . . . . .
------------------------------------------------------------------------------
The problem here is that, margins does not compute standard error. May be, because the element of breg and bl are not recognized as element of e(b) . I really do not know why ?
May be if there is a solution to tell to margin that this elements are from estimation it would solve the problem.
What I have done is to stack bl and breg in one matrix and ereturn repost it in e(b) matrix used by margins.
But here the main problem is that pz(predicted probability) is estimated in a first step using a different set of independent variables. May be if I extract the coefficients of pz from e(b), margins would take into account the first step .
And I do not how to tell margins to take into account the first step.
Best regards
Tebila
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: Monday, February 06, 2012 8:07 PM
To: '[email protected]'
Subject: st: RE: RE: RE: RE: Accessing to a subvector of vector like
I think you've changed the question.
Please show us the exact code you used and explain in what sense it is "not working". Otherwise my answer can only be a guess that you did something wrong.
Nick
[email protected]
Nakelse, Tebila (AfricaRice)
Thank you Nick
I tried this solution. But it still not working.
I want to use expression(pnl_exp) in margins. But if I use this solution stata may not know whether this coefficients are from a estimation and may not use this information to compute the matrix of covariance for example.
Nakelse, Tebila (AfricaRice)
Thank you Nick. It is okay.
Nick Cox
Just copy to a regular vector first:
sysuse auto
gen gpm = 1 / mpg
regress gpm weight length displacement
. mat li e(b)
e(b)[1,4]
weight length displacement _cons
y1 .00001174 .00006458 5.517e-06 .00152916
. mat b = e(b)
. mat b1 = b[1, "weight".. "length"]
. mat li b1
b1[1,2]
weight length
y1 .00001174 .00006458
Nick
[email protected]
Nakelse, Tebila (AfricaRice)
I would like to access to a subvector of a vector like e(b) or e(V).
Stata allows to have et sub-element as _b[varname]. Is it possible to have _b[varlist] ?
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