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Re: st: RE: problem with factor variable and margins.


From   Rich Steinberg <rsteinbe@iupui.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: problem with factor variable and margins.
Date   Tue, 16 Mar 2010 20:52:22 -0400

Martin -- thanks for quick reply.
Here's what I get when I follow your directions. Note that it makes no mention of the "n" indicators.
e(b)[1,24]
0b. 1. linc2005 ainc2005 welinc2005 trinc2005 pdv_tot~2005 home2005 owlth2005 zlinc zlinc y1 .00361868 .00423484 -.02269471 -.00096762 .00184778 .0001901 .00027922 0 -316.88901

0b. 1. 0b. 1. 0b. 1. 0b. 1. 0b. zainc zainc zwelinc zwelinc ztrinc ztrinc zinh zinh zhome y1 0 -390.58658 0 22.671088 0 68.796578 0 -93.26363 0

1. 0b. 1. zhome zowlth zowlth nainc_ainc nhome_home nowlth_owlth y1 -411.67932 0 -870.19597 .00711539 .00115194 .00159752

.


Martin Weiss wrote:
<>

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);



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