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Re: st: How to store marginal effect value after using margin command?
From
Vũ Võ <[email protected]>
To
[email protected]
Subject
Re: st: How to store marginal effect value after using margin command?
Date
Sun, 9 Jun 2013 01:54:13 +0200
Dear Sergiy,
Thank you for your message. Probably, you misunderstand my question
nor I am clear in raising a question.
For example:
sysuse auto, clear
reg price price wgt mpg c.wgt#c.wgt c.mpg#c.mpg c.wgt#c.mpg
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 5, 68) = 12.84
Model | 308384833 5 61676966.6 Prob > F = 0.0000
Residual | 326680563 68 4804125.93 R-squared = 0.4856
-------------+------------------------------ Adj R-squared = 0.4478
Total | 635065396 73 8699525.97 Root MSE = 2191.8
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
weight | -31.88985 9.148215 -3.49 0.001 -50.14483 -13.63487
mpg | -3549.495 1126.464 -3.15 0.002 -5797.318 -1301.672
|
c.weight#|
c.weight | .0034574 .0008629 4.01 0.000 .0017355 .0051792
|
c.mpg#c.mpg | 38.74472 12.62339 3.07 0.003 13.55514 63.93431
|
c.weight#|
c.mpg | .5421927 .1971854 2.75 0.008 .1487154 .9356701
|
_cons | 92690.55 25520.53 3.63 0.001 41765.12 143616
------------------------------------------------------------------------------
So, I would like to calculate the marginal effects of weight and mpg
on price by using command:
margins, dydx(weight mpg)
and get ->
Average marginal effects Number of obs = 74
Model VCE : OLS
Expression : Linear prediction, predict()
dy/dx w.r.t. : weight mpg
------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
weight | .5360966 .6516553 0.82 0.411 -.7411243 1.813318
mpg | -262.0502 103.681 -2.53 0.011 -465.2612 -58.83919
------------------------------------------------------------------------------
My question is how to obtain or store in to scalar or whatever in
stata values of 0.5360966 and -262.0502 in the above table?
If i use mfx , after that using matrix list e(b) as you suggested, it
will give me coefficients of the regression. To some extent, it can
say that these are marginal effets, but not what I would like to
obtain.
Any suggestion are highly appreciated. Thanks
Vu
On 9 June 2013 00:07, Sergiy Radyakin <[email protected]> wrote:
> type either 'return list' or 'ereturn list' (depending on the command)
> to see which results are saved after these commands. From what you
> describe you are interested in matrices r(b) and e(b)
>
> sysuse auto, clear
> generate lp=log(price)
> regress lp weight length headroom mpg
> mfx
> matrix list e(b)
>
> Best, Sergiy
>
> On Sat, Jun 8, 2013 at 4:50 PM, Vũ Võ <[email protected]> wrote:
>> Hi everyone,
>>
>> I am writing a code in do file to calculate the marginal effect of x
>> on y (log-linear model)
>>
>> The function form as following:
>>
>> Ln(Y) = a0 + a1*X + a2*X^2 + e ----> Y = exp(a0 + a1*X + a2*X^2)
>>
>> So, dY/dX = (a1 + 2*a2*X)*exp(a0 + a1*X + a2*X^2) eq(1)
>>
>> If I run the regression by command line as:
>>
>> reg lnY x c.x#c.x
>>
>> after that using margins command:
>>
>> margins, dydx(x).
>>
>> I will obtain the marginal effect of x on Ln(Y): (a1 + 2*a2*X).
>>
>> How can I calculate the dY/dX as in eq(1) by using the do file, not
>> calculating manually?
>>
>>
>> 2. Second question is:
>>
>> If I use command margins, predict(p) and obtain the results as following:
>>
>> Marginal effects after hetprob
>> y = Pr(y) (predict, p)
>> = .54284206
>> ------------------------------------------------------------------------------
>> variable | dy/dx Std. Err. z p>|z| [ 95% C.I. ] X
>> ---------+--------------------------------------------------------------------
>> x | .3704576 .03237 11.44 0.000 .307015 .4339 .020114
>> xhet | -.0736092 .02423 -3.04 0.002 -.121095 -.026124 .502716
>> off1 | (offset1) 1.00516
>> off2 | (offset2) 1.09709
>> ------------------------------------------------------------------------------
>>
>> The question is how to store the marginal effects value, say in this
>> case is 0.3704576,
>>
>> in the scalar in stata?
>>
>>
>> Thank you so much.
>>
>> Vo Duc Hoang Vu
>> *
>> * 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/
--
Vo Duc Hoang Vu
Faculty of Development Economics
University of Economics HCMC
1 A Hoang Dieu Street
Phu Nhuan Dist. Ho Chi Minh
Vietnam
Tel: +84 94 550 22 77 (VN); +31 624 63 29 45 (NL)
Fax: +84 8 38477948 (VN)
E-mail:[email protected]
http://www.voduchoangvu.net
*
* 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/