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From | Maarten Buis <maartenlbuis@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Ploting marginal effects extracted with -nlcom- when -margins- isn't an option (and therefore marginsplot as well) |
Date | Thu, 16 Jan 2014 09:54:49 +0100 |
On Thu, Jan 16, 2014 at 8:50 AM, Suyin Chang wrote: > In the last days I've found a past reply from Mark Schaffer (and I've > asked some follo-ups myself) on how to extract marginal effects of > interactions in models fitted with -ivreg2-, as this command is not > yet integrated to -margins-. > > So, Mark gave an easy workaround with -nlcom- that may be quite useful > in many cases of commands that do not work with -margins-: > > sysuse auto, clear > gen mpgturn=mpg*turn > > regress price mpg turn mpgturn > forvalues x=31(1)51 { > nlcom _b[mpg] + _b[mpgturn]*(`x') > } > > The only problem is while -margins- makes it very straight-forward to > plot the marginal effects through -marginsplot-, the above solution > using -nlcom- of course does not have such facility. I would change the data such that it covers the grid you want to plot over and fixes all other covariates, and than use -predictnl- to compute the relavant values. -predictnl- has the added bonus that it makes it easy to also compute confidence intervals. After that you can just use straightforward graphing commands in Stata. I wrote a Stata tip just before the release of Stata 12 that illustrated that trick. I withdrew that submission after the release of Stata 12 as -marginsplot- pretty much did what I showed you could do with -predict- or -predictnl-. Anyhow, the tip, together with some extra examples, can be read here: http://www.maartenbuis.nl/wp/inter_quadr/inter_quadr.html Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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/