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From |
"Supnithadnaporn, Anupit" <gtg065t@mail.gatech.edu> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
st: Simulation: marginal effect at the 5th percentile |

Date |
Mon, 1 Dec 2008 23:19:12 -0500 (EST) |

Dear all, I am running a simulation of the logit model. Each repetition I create a variable called "a", which is normally distributed. I would like to find the marginal effect of this variable at the certain percentiles of its distribution. The problem is that I cannot specify the number of the particular percentile in -mfx, predict(p) at( )- because I don't know the value in each repetition. So I use the -r( )- from -sum-. However,my program gives me the error from -mfx- part saying that 'indp5' found where number expected an error occurred when simulate executed simlognorm Is there a way to specify the unknown value in -at( )- of -mfx-? Would anybody please help? Thank you Anupit ---------------------------------------------------------- program define simnorm, rclass version 9.0 gen a = sdX1*invnorm(uniform())+ meanX1 sum a, detail ret scalar ap5 = r(p5) logit Y a X2 X3, robust mfx, predict(p) at(mean a=ap5 X2=0) mat dydxmfx = e(xmfx_dydx) ret scalar dydxmfxap5 = dydxmfx{1,1] eret clear drop a end simulate dydxmfxap5 = r(dydxmfxap5), reps(100) saving("C:\data\sima.dta", replace): simnorm ---------------------------------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: Simulation: marginal effect at the 5th percentile***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**Re: st: Simulation: marginal effect at the 5th percentile***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**st: RE: Simulation: marginal effect at the 5th percentile***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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