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Re: st: re: Adding the marginal effects at individual values of


From   "Solomon Tesfu" <ecosttx@langate.gsu.edu>
To   <statalist@hsphsun2.harvard.edu>, <Richard.A.Williams.5@ND.edu>
Subject   Re: st: re: Adding the marginal effects at individual values of
Date   Sun, 21 Feb 2010 13:54:02 -0500

Thanks again Kit and Richard, for your ideas. I understand that I cannot talk about precision of the estimates  at each point of observation but once I get the estimates I can plot them against the values of the variable and look at the pattern. This is important because I have a reason to believe that the marginal effects  will be different at high and low values of the regressor and the AME or the marginal effect at mean do not help me to verify this possibility.  

Solomon

>>> Richard Williams <Richard.A.Williams.5@ND.edu> 02/21/10 10:58 AM >>>
At 10:06 AM 2/21/2010, Kit Baum wrote:
>Although it is possible to calculate the slope of the probit 
>function for each individual (and that is what is going on in the 
>calculation of average marginal effects) and transform it to an 
>individual-level marginal effect, it is not possible to compute an 
>interval estimate from a sample of size 1: that is, you will not be 
>able to consider the precision of the values. If you calculate an 
>AME from a number of observations, you can.
>
>Kit

The old -adjust- command has been superceded by -margins-.  Given 
that -adjust- has a generate option, I wonder why -margins- does not?

Personally, I wish -adjust- had been updated for Stata 11.  -margins- 
may be able to do most of the same things, but the command can be a 
little overwhelming -- adjust was pretty straightfoward.


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Richard Williams, Notre Dame Dept of Sociology
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