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

From |
jpitblado@stata.com (Jeff Pitblado, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: margins and interactions |

Date |
Tue, 01 Sep 2009 16:51:07 -0500 |

Ed Levitas <levitas@uwm.edu> had a follow-up question about -margins-: > Thanks for the response. So technically I can get the elasticity of the > "main" iv2 effect but not the effect decomposed into iv2-squared and > iv2-residual? Short answer: Yes. -margins- produces marginal effects and elasticities for individual variables in the dataset that were used as independent variables in the model fit. Long answer: Here is the break-down for what the marginal effects and elasticities options mean in the -margins- command: option definition simplification --------------------------------------------------------------------- dydx() dy/dx eyex() d ln(y)/d ln(x) dy/dx * (x/y) eydx() d ln(y)/dx dy/dx * (1/y) dyex() dy/d ln(x) dy/dx * (x) where 'y' denotes the user specified prediction, and 'x' is an indepvar. By 'indepvar' I mean a single variable in the Stata dataset used to fit the model. As mentioned in the 'Expression derivatives as elasticities' subsection in the 'Remarks' section of '[R] margins', eyex() is the proportional change in y for a proportional change in x If 'x' appears in the model multiple times, as in Ed's orignal example . xtreg dv iv1 c.iv2##c.iv2 which is a shortcut for . xtreg dv iv1 iv2 c.iv2#c.iv2 then . margins, eyex(iv2) will compute the average of the proportional changes in the linear prediction for proportional changes in 'iv2'. -margins- is aware that 'iv2' is present in both linear and squared terms in this model and computes the derivatives with respect to the variable 'iv2'. --Jeff jpitblado@stata.com * * 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/

- Prev by Date:
**Re: st: Survival analysis** - Next by Date:
**RE: st: Survival analysis** - Previous by thread:
**Re: st: margins and interactions** - Index(es):

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