[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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

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

Date |
Tue, 2 Dec 2008 09:56:05 +0100 |

Line for the server... You must dereference your -local- in mfx, predict(p) at(mean a= `ap5' X2=0) On top of that, you do not want a -return scalar- for your r(p5) but a -local-: loc ap5 = r(p5) Also note a typo (exchange the curly for square bracket): ret scalar dydxmfxap5 = dydxmfx{1,1] HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Supnithadnaporn, Anupit Sent: Tuesday, December 02, 2008 5:19 AM To: statalist Subject: st: Simulation: marginal effect at the 5th percentile 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/ * * 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/

**References**:**st: Simulation: marginal effect at the 5th percentile***From:*"Supnithadnaporn, Anupit" <gtg065t@mail.gatech.edu>

- Prev by Date:
**st: R: About stochastic dominance analysis??** - Next by Date:
**R: st: re: predicting after probit (was: MIME-Version: 1.0)** - Previous by thread:
**st: Simulation: marginal effect at the 5th percentile** - Next by thread:
**Re: st: Simulation: marginal effect at the 5th percentile** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |