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

From   Kit Baum <>
Subject   st: Re: Adding the marginal effects at individual values of
Date   Mon, 22 Feb 2010 07:26:20 -0500

On Feb 22, 2010, at 2:33 AM, Solomon wrote:

> 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.  

I don't see, then, how calculating AMEs at various points in the regressor space would not 'verift this possibility'. If you take the continuous variable you have and 'bin' it into ranges---which can be as many as you can handle, given matsize---you can calculate the AMEs at very-very-low, very-low, low, low+, low++, low+++, etc. values of that regressor. Depending on your sample size and the capacity of Stata (e.g., Stata/SE or Stata/MP can handle larger matrices) you could calculate AMEs on a very fine grid of values of the regressor, and 'look at the pattern'. Why does this not answer the question you'd like to pose to the data?

If AMEs differ across levels of income, I don't need to use an income of $54,321 to verify that. An income of $55,000 would work, as long as its AME is clearly distinct from that of income = $5,000.

Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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