Re: st: Several questions regarding xtprobit and margins command

[Nick Cox <njcoxstata@gmail.com>]

At least, if you are replying to me, know by reading the whole thread
that I was replying to Tobias.

Nick

On Mon, Nov 12, 2012 at 7:48 PM, Tim Burnett (ECO)
<Tim.Burnett@uea.ac.uk> wrote:
> Oh, I realise I omitted some commas in the dydx margins commands.
>
> Sorry,
>
> Tim
> --
>
> Tim Burnett
> PhD Researcher
> Department of Economics & ESRC Centre for Competition Policy
> University of East Anglia
>
> Email: tim.burnett@uea.ac.uk
> Phone: +44 (0) 7793 116 522
> Skype: timb318
> ________________________________________
> From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Tim Burnett (ECO) [Tim.Burnett@uea.ac.uk]
> Sent: 12 November 2012 19:43
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: Several questions regarding xtprobit and margins command
>
> The model is:
>
> probit  Y ib2.D i.supplier##i.S  i.B##i.supplier i.B##i.S  i.S#c.N  i.supplier#c.N  ib1.income ib1.employment i.children i.gender ib1.education ib2.age
>
> Where N takes the value 1,2,3 or 4, and B takes the value 0 or 1.
>
> margins, dydx(B) at(S=(1 2 3 4) supplier=(1 2 3 4 5 6) N=1 D=3  income=4  employment=1  children=0 gender=0 age=3 education=1)
>
> gives dS/dB, and...
>
> margins, dydx(N) at(S=(1 2 3 4) supplier=(1 2 3 4 5 6) B=1 D=3  income=4  employment=1  children=0 gender=0 age=3 education=1)
>
> gives dS/dN
>
> and for all possible S*supplier combinations:
>
> dS/dB + dS/dN = [margins, at(S=(1 2 3 4) supplier=(1 2 3 4 5 6) N=2 B=1 D=3  income=4  employment=1  children=0 gender=0 age=3 education=1)] - [margins, at(S=(1 2 3 4) supplier=(1 2 3 4 5 6) N=1 B=0 D=3  income=4  employment=1  children=0 gender=0 age=3 education=1)]
>
> But, the problem I have is in finding the standard error associated with the combined (dS/dB + dS/dN) term and I was wondering whether Stata has some way of calculating the standard error associated with the compound effect of a marginal change in several variables.
>
> I hope this makes sense now!
>
> Many thanks for your help!
>
> Tim
>
> --
>
> Tim Burnett
> PhD Researcher
> Department of Economics & ESRC Centre for Competition Policy
> University of East Anglia
>
> Email: tim.burnett@uea.ac.uk
> Phone: +44 (0) 7793 116 522
> Skype: timb318
> ________________________________________
> From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Nick Cox [njcoxstata@gmail.com]
> Sent: 12 November 2012 18:20
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Several questions regarding xtprobit and margins command
>
> I'll comment on your problem #1.
>
> The help for -margins- starts
>
> "margins [marginlist] [if] [in] [weight] [, response_options options]
>
>     where marginlist is a list of factor variables or interactions that appear
>     in the current estimation results."
>
> When you give arguments immediately after the command, the crucial part is
>
> "margins marginlist ...
>
>     where marginlist is a list of factor variables or interactions that appear
>     in the current estimation results."
>
> So, it would help if you gave the exact and complete -xtprobit-
> command you used. I suspect that the error message will make sense
> when we see the exact model you fitted.
>
> Nick
>
> P.S. "dice" is a strange word even to those for whom English is a
> first language. "dice" is a plural: the singular is "die". One die,
> two dice.
>
> On Mon, Nov 12, 2012 at 2:58 PM, Tobias Morville
> <tobiasmorville@gmail.com> wrote:
>
>> I have a set of questions regarding the margins command, and marginal
>> effects in general.
>>
>> I have a unbalanced paneldataset of 4124 observations, unevenly
>> distributed on 18 subjects.
>>
>> My model is as follows: P(stop) = Outcome outcome_lag1 seqEarn, which
>> im estimating in a RE probit setting with xtprobit command.
>>
>> Outcome: Outcome of a dice in period t. Lies from 1 to 6
>> Outcome_lag1: Outcome of the dice in period t-1
>> seqEarn: Accumulated earnings over each game. Drops to 0 if subject
>> chooses to stop, or the dice shows a one. Starts at zero, and can only
>> get more positive as people climb the reward ladder.
>>
>> All of these regressors are significant.
>>
>> Sooo, now the questions begin:
>>
>> 1) If i use -margins Outcome- (followed this guide
>> http://www.stata.com/stata12/margins-plots/), then i get this
>> errormessage: "'Outcome' not found in list of covariates", and that
>> actually is the case for all margins commands, and is my number one
>> headache.
>>
>> The only marginscommand that works, is if i use the -margins,
>> dydx(Outcome outcome_lag1 seqEarn)-, which leads me to my next
>> problem:
>>
>> 2) When i use a -margins, dydx(Outcome outcome_lag1 seqEarn)- my
>> marginal effects are exactly the same as my regression coefficients?
>>
>> If i change the code to -margins, dydx(Outcome outcome_lag1 seqEarn)
>> atmeans- they're the same again..?
>> (So APE = MEM?)
>>
>> Im really confused about this, and i've read the ealier post
>> (http://www.stata.com/statalist/archive/2009-11/msg01517.html), which
>> covers some of the questions i have, but dosen't really anwser them.
>>
>> If i use mfx compute, predict(pu0) they change, but they become very
>> small. And im guess that pu0 means that Im setting the random effects
>> slope to 9, which is a bad idea for my data, as there is quite alot of
>> random variability.
>>
>> 3) If i choose to ignore the fact that my marginal effects are the
>> same as my probit regression coefficients, then im in my next pickle.
>> That my marginal effects are constant. If i plot the predicted
>> probability of stopping the game, over seqEarn, its constant, which
>> suits my data very badly. And im afraid that i've misunderstood
>> something very basic.
>>
>> if i try -margins, dydx(seqEarn) at (Outcome=(2 3 4 5 6)) vsquish-
>> marginal effects are the same over Outcome size...
>>
>> .. and it's basically the same.
>>
>> What i would idealy like to see, is that predicted probability changes
>> both over seqEarn and over Outcome and outcome_lag1 in some systematic
>> way, but right now my newbieness in Stata problemshooting is driving
>> me up the wall.
>>
>> ------
>>
>> Background (just for the interested):
>>
>> I'm currently working with a dataset of 18 subjects, playing a virtual
>> dicegame for 25 mins while in a fMRI scanner. The dice is random
>> (1-6), and if you roll one, you lose whatever you accumulated this
>> round. It's a balloon kind of thing: How far do people dare to go up
>> the exponential reward ladder, before banking their earnings.

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