Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Re: interactions, slopes, and standard errors


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Re: interactions, slopes, and standard errors
Date   Wed, 31 Mar 2004 19:30:34 -0600

Kazi,

The variance of the marginal effect would be :

var[a + bz1 + cz2 + dz3] = var[a] + (z1^2)*var[b] + (z2^2)*var[c] +
(z3^2)*var[d]
                        + 2*z1*cov[a,b] + 2*z2*cov[a,c] + 2*z3*cov[a,d] +
2*z1*z2*cov[b,c]
                        + 2*z1*z3*cov[b,d] + 2*z2*z3*cov[c,d]

for given values of z1, z2, and z3.

The variances and covariances can be picked up from the e(V) matrix that is left
behind following -regress-

Hope this helps,
Scott

----- Original Message ----- 
From: <meherun@u.washington.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, March 31, 2004 1:06 AM
Subject: Re: st: Re: interactions, slopes, and standard errors


> Dear stata users, i need some help with estimating marginal effect and the std
error with more than one interaction term.
>
> the regression, y= cons + a*x + b*x*z1 +c*x*z2 + d*x*z3 +e
>
>  so, the marginal effect of x on y : dy/dx = a+ b*z1+ c*z2+ d*z3
>
> Is it possible to evaluate the marginal effect at different percentile of z's
, say 10th of z1, 50th of z2 and 90th of z3? how should i estimate the std
error? does it work with xtivreg ?
>
> Thanks a lot.
>
> kazi
>
>

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index