Re: st: margins after xtnbreg, does it works?

[Maarten Buis <maartenlbuis@gmail.com>]

You did not tell what kind of prediction -margins- should be looking
at, so -margins- looked at the default prediction of -xtnbreg-. You
can find out what the default is by typing in Stata -help xtnbreg
postestimation-. In this case the default is the linear predictor, so
it makes sense the the output of -margins- corresponds exactly with
the output of -xtnbreg-. If you wish to change that you will need to
specify the -predict- option of -margins-

Hope this helps,
Maarten

On Wed, Jul 10, 2013 at 8:50 AM, JUAN CRESPO CEPAS
<Juan.Crespo-cepas@ut-capitole.fr> wrote:
> Dear all,
>
> I have some problems when using and interpreting the results of the
> -margins- command after a negative binomial regression with fixed effects
> (-xtnbreg, fe-). I run the following model in Stata 11 (windows):
>
> .xtnbreg y er ir dd c.dd#c.dd, i(nb) fe
>
> Then, I calculate the marginal effect of the variable dd when all the other
> (continuous) variables are at their mean value:
>
> .margins, dydx(dd) atmeans
>
> However, the value of the marginal effect is the same than the coefficient
> dd of the regression. I find this puzzling, and when I try to do the same
> with non panel data (-nbreg- and -margins-) the coefficient and the marginal
> effect are not the same. Moreover, if I give a particular value (different
> to the mean) to the other variables, for instance -er=1-:
>
> .margins, dydx(dd) at(er=(1)) atmeans
>
> I get the same result again. I find this puzzling too. This is not what I
> would expect since I am using a non linear model. Any insights about what I
> am doing wrong?
>
> Thanks for your consideration,
> Joan
>
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Maarten L. Buis
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http://www.maartenbuis.nl
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