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

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

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

Date |
Wed, 17 Mar 2010 10:50:41 +0100 |

<> So "1.nainc" is not in there. Is there any message after the -margins, post- command to indicate that it got dropped? HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Rich Steinberg Sent: Mittwoch, 17. März 2010 01:52 To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: problem with factor variable and margins. 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); > > > > * * 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>

**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>

**st: RE: problem with factor variable and margins.***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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

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