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st: two questions about tpm and percentage impacts
From
"Dimitriy V. Masterov" <[email protected]>
To
Statalist <[email protected]>
Subject
st: two questions about tpm and percentage impacts
Date
Wed, 17 Jul 2013 16:37:34 -0700
1) Is this the correct way to estimate the percentage impacts using
the Belotti-Deb command tpm?
Here's a toy example:
webuse womenwk, clear
replace wage = 0 if wage==.
tpm wage educ age i.married children, f(probit) s(glm, fam(gamma) link(log))
margins, dydx(married)
margins, eydx(married)
The first AME is $2.72. The second semi-elasticity is .2291251, so if
I do the usual transformation, I get exp(.2291251)-1=0.25749934, which
corresponds to am ~26% effect.
2) I used the gamma family and the log link above (as suggested in the
SJ paper as an alternative to OLS with logged outcome). This seems
strange to me in light of the use Poisson, tell a friend
recommendations to use poisson (glm with a log link and Poisson
family).
DVM
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