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From |
Skipper Seabold <jsseabold@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How does margins get semi-elasticity eydx here? |

Date |
Thu, 31 Dec 2009 00:02:06 -0500 |

On Wed, Dec 30, 2009 at 11:16 PM, Austin Nichols <austinnichols@gmail.com> wrote: > Skipper Seabold <jsseabold@gmail.com> : > The -margins- manual entry is exhaustive and a good place to start, > but in short: > Don't divide by y but by yhat. Particularly for a zero/one depvar, > where dividing by y just sets the negative outcomes to missing > (dividing by zero) and leaves the positives unchanged (dividing by I looked through it if you mean the main reference pdf, I think it was just a notational thing for me and not actually thinking about what I was doing. > one). Also no need to use Mata here... and easier to see a mistake > in Stata probably. > Thanks this is much cleaner. > clear all > use http://www.ats.ucla.edu/stat/stata/examples/greene/tbl19-1 > qui logit grade gpa tuce psi > set type double > predict xb, xb > g f=invlogit(xb)/(1+exp(xb)) > g fy=f/grade > predict p > g fp=f/p > su > mat b=r(mean)*e(b) > margins, eydx(*) > mat li b > > > On Wed, Dec 30, 2009 at 10:50 PM, Skipper Seabold <jsseabold@gmail.com> wrote: >> If eydx is defined as dy/dx * (1/y), then I don't understand how the >> following values are found by margins (using Stata 11): >> >> use http://www.ats.ucla.edu/stat/stata/examples/greene/tbl19-1, clear >> logit grade gpa tuce psi >> >> <snip> >> >> margins, eydx >> >> Average marginal effects Number of obs = 32 >> Model VCE : OIM >> >> Expression : Pr(grade), predict() >> ey/dx w.r.t. : gpa tuce 1.psi >> >> ------------------------------------------------------------------------------ >> | Delta-method >> | ey/dx Std. Err. z P>|z| [95% Conf. Interval] >> -------------+---------------------------------------------------------------- >> gpa | 1.854637 .8479031 2.19 0.029 .1927771 3.516496 >> tuce | .0624472 .0930901 0.67 0.502 -.1200061 .2449006 >> 1.psi | 1.554903 .7283702 2.13 0.033 .127324 2.982483 >> ------------------------------------------------------------------------------ >> >> >> Presumably it would give something like the following, if I had >> treated psi as continuous (Please excuse the hackish mata. I'm still >> learning my way around...). Are the missing values (NaNs or Infs, >> depending on your take) handled in some odd way or is something >> entirely different going on? I didn't see anything in the manual on >> this or with a (quick) google search. >> >> mata >> exog = st_data(., ("gpa", "tuce", "psi")) >> stata(". gen cons = 1") >> cons = st_data(., "cons") >> exog = (exog,cons) >> params = st_matrix("e(b)")' >> xb = exog * params >> pdf = exp(-xb):/(1:+exp(-xb)):^2 >> dydx = pdf * params' >> endog = st_data(., ("grade")) >> mfx = mean(effects :/ endog) >> end >> >> Any clarifications or further references would be appreciated. >> >> Cheers, >> Skipper >> > > * > * 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: How does margins get semi-elasticity eydx here?***From:*Skipper Seabold <jsseabold@gmail.com>

**Re: st: How does margins get semi-elasticity eydx here?***From:*Austin Nichols <austinnichols@gmail.com>

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