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RE: st: Problems estimating margins with factor variables in cmp
From
"David Roodman ([email protected])" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Problems estimating margins with factor variables in cmp
Date
Sat, 10 Nov 2012 14:32:30 +0000
It's working for me (see below). Make sure you have the latest version from SSC rather than SJ ("ssc install cmp, replace"). If it still doesn't work, send me the precise data and code.
--David
. webuse womenwk, clear
. gen selectvar = wage<.
. gen wage3 = (wage > 10)+(wage > 30) if wage < .
(657 missing values generated)
. cmp (wage3 = education age) (selectvar = married children education age), ind(selectvar*$cmp_oprobit $cmp_probit) qui nolr
Fitting individual models as starting point for full model fit.
Fitting full model.
Mixed-process regression Number of obs = 2000
Wald chi2(2) = 205.34
Log likelihood = -1570.966 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
wage3 |
education | .1599579 .0138796 11.52 0.000 .1327543 .1871615
age | .0416353 .0051917 8.02 0.000 .0314597 .0518108
-------------+----------------------------------------------------------------
selectvar |
married | .4270637 .0723395 5.90 0.000 .285281 .5688465
children | .4463219 .0285305 15.64 0.000 .3904031 .5022407
education | .0582844 .0109205 5.34 0.000 .0368806 .0796882
age | .0353776 .0042153 8.39 0.000 .0271158 .0436394
_cons | -2.48584 .1920874 -12.94 0.000 -2.862325 -2.109356
-------------+----------------------------------------------------------------
/cut_1_1 | 1.659946 .2982901 5.56 0.000 1.075308 2.244584
/cut_1_2 | 5.113563 .2872572 17.80 0.000 4.550549 5.676577
/atanhrho_12 | .8156348 .2153927 3.79 0.000 .3934729 1.237797
-------------+----------------------------------------------------------------
rho_12 | .672687 .1179258 .3743504 .844826
------------------------------------------------------------------------------
. margins, eydx(*) predict(eq(#1) pr outcome(#2))
Average marginal effects Number of obs = 2000
Model VCE : OIM
Expression : Pr(wage3=1), predict(outcome(#2))
ey/dx w.r.t. : education age married children
------------------------------------------------------------------------------
| Delta-method
| ey/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
education | -.0141501 .0060007 -2.36 0.018 -.0259113 -.0023889
age | -.0036831 .001508 -2.44 0.015 -.0066388 -.0007274
married | 0 (omitted)
children | 0 (omitted)
------------------------------------------------------------------------------
. margins, eydx(*)
Average marginal effects Number of obs = 2000
Model VCE : OIM
Expression : Linear prediction, predict()
ey/dx w.r.t. : education age married children
------------------------------------------------------------------------------
| Delta-method
| ey/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
education | .0459673 .0029923 15.36 0.000 .0401025 .0518321
age | .0119648 .0010746 11.13 0.000 .0098587 .0140709
married | 0 (omitted)
children | 0 (omitted)
------------------------------------------------------------------------------
.
-----Original Message-----
Date: Wed, 7 Nov 2012 10:05:36 -0300
From: Tomas Larroucau <[email protected]>
Subject: st: Problems estimating margins with factor variables in cmp
Dear Stata users,
I am estimating an Ordered Probit with Heckman Selection using cmp.
I want to get the marginal effects eydx() in some factor variables, but
even when
I have updated cmp, the results of the marginal effects are like missing
values.
Do cmp allow to estimate the marginal effects in factor variables?
Thank you all
Tomas Larroucau
University of Chile
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