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Re: st: Marginal effects and -parmest-

From   Roger Newson <>
Subject   Re: st: Marginal effects and -parmest-
Date   Mon, 17 Oct 2005 17:19:32 +0100

At 16:45 17/10/2005, Friedrich Huebler wrote:
Can -parmest- create a dataset with marginal effects and associated
standard errors, etc.? If this is not possible what other package
could I use for this purpose?
I presume that Friedrich is planning to use -mfx- to estimate marginal effects and elasticities. If you use -parmest- after using -mfx- after using an estimation command, then -parmest- will create a resultsset containing the original model parameters, not the marginal effects and/or elasticities. To create a resultsset with 1 observation for each marginal effect or elasticity, I think Friedrich's best strategy is to use -svmat- to convert the e() matrices returned by -mfx- into variables containing the estimates and standard errors, and then to use -parmcip- (which is part of the SSC package -metaparm-) to add variables containing the confidence limits and P-values.

I hope this helps.

Best wishes


Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

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