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Re: st: Adding the marginal effects at individual values of a continous regressor to the data


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Adding the marginal effects at individual values of a continous regressor to the data
Date   Sat, 20 Feb 2010 14:06:46 -0500

At 12:54 PM 2/20/2010, Solomon Tesfu wrote:
Dear Members,

I have a bivariate probit model where the key variable of interest is continuous. The 'margeff' program in stata gives me the average of the marginal effects at each value of of this variable. But I want to look at how the marginal effects vary with changing values of the variable. Therefore, I would like to add the marginal effects at each value of this continuous variable to the data and 'margeff' doesn't help me to do that. I would appreciate if anyone has a suggestion as to how to proceed with this.

Solomon T.

Do you have Stata 11? If so, I wonder if the -margins- command would do the trick. I don't understand margins that well yet, but here is my wild guess. Hopefully you can either verify that it is working correctly or someone else will correct me.

use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear
logit  warmlt2 age ed prst
margeff
* Same results with margins command
margins, dydx(*)
* Now try different values of age
margins, dydx(*) at(age=(30 40 50))

Again, no guarantees, but my intuition makes me think it might be something along these lines.

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Richard Williams, Notre Dame Dept of Sociology
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