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st: RE: marginal effects and interactions


From   "Javier Escobal" <jescobal@grade.org.pe>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: marginal effects and interactions
Date   Thu, 1 Apr 2004 19:30:15 -0500

Hi to all

Any idea how can this be done for the marginal effects in a probit model?

regards

Javier 

> -----Mensaje original-----
> De: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de 
> Scott Merryman
> Enviado el: Jueves, 01 de Abril de 2004 06:48 p.m.
> Para: statalist@hsphsun2.harvard.edu
> Asunto: st: marginal effects and interactions
> 
> 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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