[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: re: RE: margeff: how can I save coefficient vector and std-err.? |

Date |
Wed, 25 Nov 2009 20:22:23 +0100 |

<> Sure, I pasted this from the help file for illustration purposes, w/o any further intention. Sabrina can edit this part of the code freely, the important part are the last two lines... BTW, if Sabrina has Stata 11, -margins- should do all of this stuff, correct? HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kit Baum Sent: Mittwoch, 25. November 2009 20:18 To: statalist@hsphsun2.harvard.edu Subject: st: re: RE: margeff: how can I save coefficient vector and std-err.? <> Martin suggested margeff, at(mean) but why not calculate the AMEs? That's why one uses margeff, after all. Or-- logit foreign price weight length margins, dydx(_all) post mat b = e(b) mat V = e(V) which will do the same thing as just plain -margeff- (Bartus, SSC). 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 * * 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: re: RE: margeff: how can I save coefficient vector and std-err.?***From:*Kit Baum <baum@bc.edu>

- Prev by Date:
**st: RE: Datetime as tsset** - Next by Date:
**RE: st: RE: margeff: how can I save coefficient vector and std-err.?** - Previous by thread:
**st: re: RE: margeff: how can I save coefficient vector and std-err.?** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |