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From | Ebru Ozturk <ebru_0512@hotmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: Obtaining marginal effects and their standard errors after estimations with interactions |
Date | Sat, 5 Jan 2013 13:32:47 +0200 |
Yes, that's true but I dont think it is wrong to produce a separate marginal effect. Also this 2004 FAQ is for Stata 10. Maybe that's the reason to still have this information on FAQ page. ---------------------------------------- > Date: Fri, 4 Jan 2013 15:15:58 -0500 > To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu > From: richardwilliams.ndu@gmail.com > Subject: RE: st: Obtaining marginal effects and their standard errors after estimations with interactions > > At 12:24 PM 1/4/2013, Ebru Ozturk wrote: > >It's not that hard, just you need to be careful. Stata 10 is the > >only choice for me. I just need an example that inludes a few more > >independent and control variables. > > > >Ebru > > I think it is interesting that the -margins- command works somewhat > differently than the approach presented in the FAQ. In particular, > margins does not produce a separate marginal effect for the > interaction term while the FAQ approach does. This makes me wonder if > (a) the 2004 FAQ is now considered wrong, or (b) both the FAQ and > margins approaches are considered legitimate but alternative > approaches. Personally, I think what margins does is very logical, > but nonetheless people keep on asking for marginal effects of > interaction terms. > > >---------------------------------------- > > > From: richardwilliams.ndu@gmail.com > > > Date: Fri, 4 Jan 2013 11:56:50 -0500 > > > Subject: Re: st: Obtaining marginal effects and their standard > > errors after estimations with interactions > > > To: statalist@hsphsun2.harvard.edu > > > > > > I hate trying to do something like this by hand. Too much room for > > > error. Can't you tell whoever you work for that you can't be expected > > > to work under such primitive inhumane conditions and you need Stata > > > 12? > > > > > > You might check out the user-written -inteff- command and see if it > > > helps. -margeff- is another user-written command that has various > > > advantages over -mfx-. > > > > > > Sent from my iPad > > > > > > On Jan 4, 2013, at 11:33 AM, Ebru Ozturk <ebru_0512@hotmail.com> wrote: > > > > > > > Thank you, I use Stata 10 therefore I asked this question. I > > just wonder when we have more independent or control variables how > > do we adjust the given equations on this link: > > http://www.stata.com/support/faqs/statistics/marginal-effects-after-interactions/ > > > > > > > > Kind regards > > > > Ebru > > > > > > > > ---------------------------------------- > > > >> Date: Fri, 4 Jan 2013 09:32:25 -0500 > > > >> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu > > > >> From: richardwilliams.ndu@gmail.com > > > >> Subject: Re: st: Obtaining marginal effects and their standard > > errors after estimations with interactions > > > >> > > > >> At 03:17 PM 1/3/2013, Ebru Ozturk wrote: > > > >> > > > >>> Dear All, > > > >>> > > > >>> On Stata FAQs' page, there are some given examples for Probit > > > >>> estimation with interaction effects for Stata 10 titled as "I am > > > >>> using a model with interactions. How can I obtain marginal effects > > > >>> and their standard errors?" and the link is: > > > >>> > > http://www.stata.com/support/faqs/statistics/marginal-effects-after-interactions/ > > > >>> > > > >>> Do you think this way is still applicable to Probit estimation? and > > > >>> Is the below command correct when we have other independent or > > > >>> control variables? > > > >> > > > >> I don't know if you did it right or not, but if you have Stata 11 or > > > >> higher why not use -margins-, e.g. > > > >> > > > >> sysuse auto, clear > > > >> probit foreign weight length c.weight#c.length, nolog > > > >> margins, dydx(*) > > > >> > > > >>> local xb _b[weight]*`meanwei' + _b[len]*`meanlen' + > > > >>> _b[wl]*`meanwei'*`meanlen' + _b[C1]*C1+_b[C2]*C2 + _b[_cons] // if > > > >>> more variables // > > > >>> > > > >>> /////// example ///////// > > > >>> > > > >>> sysuse auto, clear > > > >>> generate wl=weight*length > > > >>> probit foreign weight length wl, nolog > > > >>> quietly summarize weight if e(sample) > > > >>> local meanwei = r(mean) > > > >>> quietly summarize length if e(sample) > > > >>> local meanlen = r(mean) > > > >>> > > > >>> local xb _b[weight]*`meanwei' + _b[len]*`meanlen' + > > > >>> _b[wl]*`meanwei'*`meanlen' + _b[_cons] > > > >>> predictnl dydw = normalden(`xb')*(_b[weight]+ > > _b[wl]*`meanlen') in 1, se(sew) > > > >>> list dydw sew in 1 > > > >>> > > > >>> predictnl dydl = normalden(`xb')*(_b[len]+ _b[wl]*`meanwei') > > in 1, se(sel) > > > >>> list dydl sel in 1 > > > >>> > > > >>> predictnl dydlw =normalden(`xb')*(-(`xb'))*(_b[weight]+ > > > >>> _b[wl]*`meanlen')*(_b[len]+ _b[wl]*`meanwei') + normalden(`xb')*( > > > >>> _b[wl]) in 1, se(selw) > > > >>> list dydlw selw in 1 > > > >>> > > > >>> Ebru > > > >> > > > >> ------------------------------------------- > > > >> Richard Williams, Notre Dame Dept of Sociology > > > >> OFFICE: (574)631-6668, (574)631-6463 > > > >> HOME: (574)289-5227 > > > >> EMAIL: Richard.A.Williams.5@ND.Edu > > > >> WWW: http://www.nd.edu/~rwilliam > > > >> > > > >> * > > > >> * For searches and help try: > > > >> * http://www.stata.com/help.cgi?search > > > >> * http://www.stata.com/support/faqs/resources/statalist-faq/ > > > >> * http://www.ats.ucla.edu/stat/stata/ > > > > * > > > > * For searches and help try: > > > > * http://www.stata.com/help.cgi?search > > > > * http://www.stata.com/support/faqs/resources/statalist-faq/ > > > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > * > > > * For searches and help try: > > > * http://www.stata.com/help.cgi?search > > > * http://www.stata.com/support/faqs/resources/statalist-faq/ > > > * > > http://www.ats.ucla.edu/stat/stata/ > >* > >* For searches and help try: > >* http://www.stata.com/help.cgi?search > >* http://www.stata.com/support/faqs/resources/statalist-faq/ > >* http://www.ats.ucla.edu/stat/stata/ > > ------------------------------------------- > Richard Williams, Notre Dame Dept of Sociology > OFFICE: (574)631-6668, (574)631-6463 > HOME: (574)289-5227 > EMAIL: Richard.A.Williams.5@ND.Edu > WWW: http://www.nd.edu/~rwilliam > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/