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st: Re: marginal effects


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: marginal effects
Date   Sat, 22 Mar 2008 08:04:40 -0400

Do the algebra. To calculate dy/dx you must evaluate the derivative at a particular level of z. If you do

reg y x xz
su z, detail
lincom x + `r(p50)' * xz

will evaluate dy/dx at the median value of z. You can readily evaluate it at other percentiles of z.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Mar 22, 2008, at 02:33 , statalist-digest wrote:


I am estimating a regression that has no-lineal (or product of variables) variables in their dependent terms - for example:

regress y x xz

The program Stata doesn't allow logical operators in the command regress (or other equation terms as probit) and for that it is previously necessary to define the variable (for example: gen w = xz). However, if the interest is to calculate marginal effects or elasticities (using mfx or margeff or dprobit) - that procedure invalidates the results because the terms no lineal they are not considered (for example: dy/dx = 1 + z and no 1).

Which the simplest way to solve that problem?
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