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

From   Philip Ender <>
Subject   Re: Re: st: RE: problem with factor variable and margins.
Date   Wed, 17 Mar 2010 11:01:06 -0700

Rich wrote:

>I think I have tracked down the problem. In addition to the factor variable nainc, I have a continuous variable nainc_ainc as a regressor (which is the >indicator times a continuous variable). The margins command then got confused and assumed that nainc was an abbreviation for nainc_ainc, which did >appear in the results and subsequent tests. When I rename nainc_ainc as n2ainc_ainc, my problem goes away -- a marginal effect for the discrete >change in the factor variable nainc does indeed show up in the results.
>If I am right in diagnosing why the rename solves the problem, this means there is a bug in stata's margins. It is not reporting an ambiguous >abbreviation, it is simply picking one. Should I report it to stata's tech staff, or is that something you do, Martin?

I don't think the problem is with -margins- but with the fact that you
created the interaction outside of your model.  If you create the
interaction using the factor variables in the model then -margins- not
only identifies all of the terms but produces marginal effects that
take into account the interactions.  Without reproducing you entire
model, it would look something like this:

. tobit dv i.naic c.ainc  i.naic#c.ainc ...

Phil Ender
UCLA Statistical Consulting Group

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