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st: Marginal effects


From   Josť C. <jcreu@bol.com.br>
To   "statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: Marginal effects
Date   Sat, 22 Mar 2008 06:57:19 -0300

  Dear Maarten and Tamas,...

  Thank you for the answers - I will think a little about them!

  Maarten specifically thinking about the case of Probit - not always the product of the variables includes a variable dummy. For instance, as independent variables some models consider:

  y education education(to the square) experience educationXexperience

 If I use a command as the mfx - the marginal effect just considers the associated coefficient the education and the correct would be:

dy/d.education = 1 + 2.education(mean) + experience (mean) - if I use mfx with medium effects.

 Some statistical packages allow logical (as product of terms) operations and later the linearization of the equations. In Stata, I already have to do that creating variables before defining the equation. To estimate the equation in itself - that doesn't cause any problem but to establish marginal effects. I easily can calculate the marginal effects manually starting from the equation but I don't have s.e. or intervals of the estimates.

  With best regards,..

  Jose C.

  

  


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