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From |
Christopher Baum <baum@bc.edu> |

To |
"Solomon Tesfu" <ecosttx@langate.gsu.edu> |

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

Date |
Mon, 22 Feb 2010 13:30:35 -0500 |

Kit Baum | Boston College Economics and 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 On Feb 22, 2010, at 1:09 PM, Solomon Tesfu wrote:

Thanks again for your helpful suggestions . When I said the AME doesnot show the variations in the ME at various levels of the regressorI was refering to the AME calculated using the entire set ofobservations. Yes, I can see the pattern in the AME by calculatingit for successively increasing intervals of the observed values ofthe regressor. But my undertanding of the syntax you suggested wasthat it calculates the MEs at only integer points (not the AMEs forintervals of values) and adds them to the data as an additionalvariable. The observed values of my variable of interest rangebetween -6 and 6 and the sample size is 2400. If I round off all theobserved values to the nearest integers and calculate the MEs onlyat integer points that will still be informative but will hide somedetails. Anyway, I think I have sufficient inputs from you guys andI'll work on it.SolomonKit Baum <baum@bc.edu> 02/22/10 7:27 AM >>>On Feb 22, 2010, at 2:33 AM, Solomon wrote:Thanks again Kit and Richard, for your ideas. I understand that Icannot talk about precision of the estimates at each point ofobservation but once I get the estimates I can plot them againstthe values of the variable and look at the pattern. This isimportant because I have a reason to believe that the marginaleffects will be different at high and low values of the regressorand the AME or the marginal effect at mean do not help me to verifythis possibility.I don't see, then, how calculating AMEs at various points in theregressor space would not 'verift this possibility'. If you take thecontinuous variable you have and 'bin' it into ranges---which can beas many as you can handle, given matsize---you can calculate theAMEs at very-very-low, very-low, low, low+, low++, low+++, etc.values of that regressor. Depending on your sample size and thecapacity of Stata (e.g., Stata/SE or Stata/MP can handle largermatrices) you could calculate AMEs on a very fine grid of values ofthe regressor, and 'look at the pattern'. Why does this not answerthe question you'd like to pose to the data?If AMEs differ across levels of income, I don't need to use anincome 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 | http://ideas.repec.org/e/pba1.htmlAn Introduction to Stata Programming| http://www.stata-press.com/books/isp.htmlAn 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/

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**References**:**Re: st: Re: Adding the marginal effects at individual values of***From:*"Solomon Tesfu" <ecosttx@langate.gsu.edu>

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