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st: marginal effects and interactions


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: marginal effects and interactions
Date   Thu, 1 Apr 2004 17:48:04 -0600

Chip Hunter <Lhunter@bus.wisc.edu> kindly pointed out to me off-list that one
can easily obtain the marginal effects and standard errors for linear models
using -lincom-

For example:

. sysuse auto
(1978 Automobile Data)

. gen mpgXprice = mpg*price

. gen mpgXgear = mpg*gear

. qui reg weight mpg price gear mpgX*

. qui sum price if e(sample)

. local mean1 = r(mean)

. qui sum gear if e(sample)

. local mean2 = r(mean)

. lincom mpg + mpgXp*`mean1' + mpgXg*`mean2'

 ( 1)  mpg + 6165.257 mpgXprice + 3.014865 mpgXgear = 0

------------------------------------------------------------------------------
      weight |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         (1) |  -73.55893   10.69451    -6.88   0.000    -94.89949   -52.21836
------------------------------------------------------------------------------


Scott

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