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Re: st: xml_tab and problem with mfx


From   ncdcta00@uniroma2.it
To   Maarten buis <maartenbuis@yahoo.co.uk>
Subject   Re: st: xml_tab and problem with mfx
Date   Fri, 30 Mar 2007 09:02:04 +0200

Thanks Maartens.
sorry but  didn't see that I wrote only your name.
best,


Quoting Maarten buis <maartenbuis@yahoo.co.uk>:


Quoting Maarten buis <maartenbuis@yahoo.co.uk>:
> BTW1 With -reg- the marginal effect will be the same as the
> parameter estimate.
--- ncdcta00@uniroma2.it wrote:
Why is after -reg- the marginal effect the same as the parameter
estimate?
Lets assume you have two variables, imaginatively called y and x, and
you used -reg- to estimate a regression:

reg y x

This assumes that the expected value of y (E(y)) depends on x in a
linear way. Any linear relationship can be represented with two
parameters: a constant (b0) and a slope (b1). It is these two
parameters that -reg- estimates.

When you are estimating a marginal effect you first write down how the
expected value of y depends on x, and than you calculate the first
derivative of this equation with respect to x. The regression equation
looks like this:

E(y) = b0 + b1*x

The first derivative of this equation with respect to x is b1. (see for
instance http://en.wikipedia.org/wiki/Differentiation_rules )

So, (assuming you haven't log transformed, used polynomials, etc) the
parameters given by -reg- are also the marginal effects.

Hope this helps,
Maarten

Ps. I forwarded this message also to the statalist since if you were
puzzled by this remark, chances are others are as well.

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



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