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st: re:


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re:
Date   Sun, 20 Sep 2009 09:26:30 -0400

<>
Martin helpfully provided

qui reg pr we le c.we#c.le
margins, dydx(*)

Note that the results of that more concise calculation are exactly in agreement with the -lincom- method I posted, with one exception: - margins- constructs confidence intervals based on the Normal distribution and z-scores, while -lincom- does so with the t distribution (the difference that the -small- option invokes on several estimation commands). Naturally for a sample of reasonable size this matters not for inference.

You can also do things like

 margins, dydx(*) at(weight=4000)
 margins, dydx(*) at(weight=4000 length=200)

to see how these derivatives change over the regressor space.

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

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