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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: problem with factor variable and margins. |

Date |
Wed, 17 Mar 2010 00:46:29 +0100 |

<> What does ************* mat l e(b) ************* after the -margins,post- line give you? HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Rich Steinberg Sent: Dienstag, 16. März 2010 23:50 To: statalist@hsphsun2.harvard.edu Subject: st: problem with factor variable and margins. Running a tobit, then getting average marginal effects (dy/dx) using the margins command. I ask it to compute the margins for some continuous variables and 2 kinds of factor variables. Results are only reported for one of the two kinds of factor variables even though raw tobit coefficients are computed for both kinds and no error messages appear. I "post" the margins results to do some testing, and all is well for testing continuous variables and one kind of factor variable (using "test"), but I get an error message for any tests involving the other kind of factor variable indicating it is "not found". Is it me or stata, I say hesitantly, realizing that every time in the past that I thought I found a bug it turned out to be a stupid error on my part. Specifically, we have all sorts of income and wealth covariates and some indicators created from them: variables beginning with 'z' are indicators that =1 if the corresponding income source =0, 0 otherwise. I have no problem with the z variables. Variables beginning with n are indicators that = 1 if the corresponding income source takes a negative value, 0 otherwise. Here are the relevant command lines, with a few comments inserted: tobit Atotgiv $income i.zlinc i.zainc i.zwelinc i.ztrinc i.zinh i.zhome i.zowlth i.nainc nainc_ainc i.nhome nhome_home i.nowlth nowlth_owlth $control, ll(24.99) vce(cluster fid1968) *runs fine, produces coefficients for the three 'n' factor variables: i.nainc, i.nhome, and i.nowlth margins, predict(ystar(0,.)) dydx( linc2005 ainc2005 welinc2005 trinc2005 pdv_totinh2005 home2005 owlth2005 zlinc zainc nainc nainc_ainc zwelinc ztrinc zinh zhome nhome nhome_home zowlth nowlth nowlth_owlth) post *produces the following translation and table, where the 'n' factor variables disappear Average marginal effects Number of obs = 4790 Model VCE : Robust Expression : E(Atotgiv*|Atotgiv>0), predict(ystar(0,.)) dy/dx w.r.t. : linc2005 ainc2005 welinc2005 trinc2005 pdv_totinh2005 home2005 owlth2005 1.zlinc 1.zainc 1.zwelinc 1.ztrinc 1.zinh 1.zhome 1.zowlth nainc_ainc nhome_home nowlth_owlth Delta-method dy/dx Std. Err. z P>z [95% Conf. Interval] linc2005 .0036341 .0018126 2.00 0.045 .0000814 .0071867 ainc2005 .0042529 .0054043 0.79 0.431 -.0063394 .0148451 welinc2005 -.0227912 .0274355 -0.83 0.406 -.0765638 .0309814 trinc2005 -.0009717 .0044668 -0.22 0.828 -.0097265 .007783 pdv_tot~2005 .0018556 .0016007 1.16 0.246 -.0012817 .004993 home2005 .0001909 .0004784 0.40 0.690 -.0007468 .0011286 owlth2005 .0002804 .0001727 1.62 0.104 -.0000581 .0006189 1.zlinc -318.2919 220.6601 -1.44 0.149 -750.7777 114.194 1.zainc -392.2745 79.73669 -4.92 0.000 -548.5555 -235.9935 1.zwelinc 22.76784 236.5038 0.10 0.923 -440.7712 486.3069 1.ztrinc 69.08922 71.11036 0.97 0.331 -70.28453 208.463 1.zinh -93.65764 124.6813 -0.75 0.453 -338.0284 150.7131 1.zhome -413.516 85.3139 -4.85 0.000 -580.7282 -246.3038 1.zowlth -874.5375 135.0824 -6.47 0.000 -1139.294 -609.7809 nainc_ainc .0071456 .0273387 0.26 0.794 -.0464373 .0607286 nhome_home .0011568 .0057747 0.20 0.841 -.0101613 .012475 nowlth_owlth .0016043 .0015222 1.05 0.292 -.0013791 .0045878 Note: dy/dx for factor levels is the discrete change from the base level. *And then I do many tests, including the following that work and don't work: test (ainc)(1.zainc) ( 1) ainc2005 = 0 ( 2) 1.zainc = 0 chi2( 2) = 28.57 Prob > chi2 = 0.0000 test (1.nainc) (nainc_ainc) 1.nainc not found r(111); -- Rich Steinberg Department of Economics, 516 Cavanaugh Hall IUPUI Indianapolis, IN 46202-5140 317-278-7221 "Unanswered email since 1955" * * 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/

**Follow-Ups**:**Re: st: RE: problem with factor variable and margins.***From:*Rich Steinberg <rsteinbe@iupui.edu>

**References**:**st: problem with factor variable and margins.***From:*Rich Steinberg <rsteinbe@iupui.edu>

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