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From |
"Zohal Hessami" <zohal_hessami@gmx.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: predictnl - calculate mfx / s.e. - oprobit with interaction |

Date |
Tue, 24 Feb 2009 13:50:17 +0100 |

> Hello guys, > > I am currently estimating an ordered probit model, where I have > included an interaction term. The regression equation looks as follows: > > oprobit lifesat male age age_sq income married divorced separated > widowed ageeduc_1619 ageeduc_lt19 unempl school retired home self_empl > govtexp expdecentral expdecexp, r > > I have included the interaction term (expdecexp = > expdecentral*govtexp) because I want to test whether the impact of > government size on people's life satisfaction is more likely to be > positive if there is a large extent of expenditure decentralization in > this specific country. As you can see my dataset is generally a > mixture of micro- and macro-level variables. > > I am now trying to estimate the marginal effects for govtexp, > expdecentral and the interaction term expdecexp. For this purpose I > found the link > http://www.stata.com/support/faqs/stat/mfx_interact.html very useful. > In the middle section of this website, it is explained how this > calculation is carried out in a binary probit setting with an > interaction term. Accordingly, I have asked STATA to do the following: > > local xb _b[male]*`meanmale' + _b[age]*`meanage' + > _b[age_sq]*`meanagesq' + _b[income]*`meanincome' + > _b[married]*`meanmarried' + _b[divorced]*`meandivorced' + > _b[separated]*`meanseparated' + _b[widowed]*`meanwidowed' + > _b[ageeduc_1619]*`meanageeduc_1619' + > _b[ageeduc_lt19]*`meanageeduc_lt19' + _b[unempl]*`meanunempl' + > _b[school]*`meanschool' + _b[retired]*`meanretired' + > _b[home]*`meanhome' + _b[self_empl]*`meanself_empl' + > _b[govtexp]*`meangovtexp' + _b[expdecentral]*`meanexpdecentral' + > _b[expdecexp]*`meangovtexp'*`meanexpdecentral' > > predictnl dydg = normalden(_b[/cut3] - `xb')*(_b[govtexp] + > _b[expdecexp]*`meanexpdecentral') in 1, se(seg) > > predictnl dyde = normalden(_b[/cut3] - `xb')*(_b[expdecentral] + > _b[expdecexp]*`meangovtexp') in 1, se(see) > > predictnl dydeg = normalden(_b[/cut3] - `xb')*(-(_b[/cut3] - > `xb'))*(_b[govtexp] + > _b[expdecexp]*`meanexpdecentral')*(_b[expdecentral] + > _b[expdecexp]*`meangovtexp') + normalden(_b[/cut3] - > `xb')*(_b[expdecexp]) in 1, se(seeg) > > I know for sure that my derivations for the equations that I have used > for the marginal effects are correct. Nevertheless, the value for the > marginal effects is reported as ".", while the standard errors that I > get are "0". Furthermore, I get the error messages >>> Warning: > prediction doesn't vary with respect to e(b) <<< and >>> Warning: > prediction constant over observations; perhaps you meant to run > nlcom.<<<< > > I also programmed the whole thing with nlcom as described on this > website that I have mentioned above, but I still didn't get any > results. When I did the same calculations when interacting govtexp and > people's income the whole procedure worked perfectly and I got very > convincing results. Apparently, the fact that I am interacting two > macro-level variables is causing trouble. Can anyone help me solve > this problem or tell me how to get the marginal effects that I need??? > > Thx in advance, > Zohal Hessami > University of Konstanz > Department of Economics -- Computer Bild Tarifsieger! GMX FreeDSL - Telefonanschluss + DSL für nur 17,95 ¿/mtl.!* http://dsl.gmx.de/?ac=OM.AD.PD003K11308T4569a * * 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: predictnl - calculate mfx and s.e. - oprobit with interaction***From:*Zohal Hessami <Zohal.Hessami@uni-konstanz.de>

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