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st: Oglm, mfx2, margins and marginal effects


From   Paul GERRANS <p.gerrans@ecu.edu.au>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Oglm, mfx2, margins and marginal effects
Date   Tue, 25 May 2010 22:04:50 +0800

Dear Statalisters,
I am using the oglm programme of Richard Williams and I would like to be able to generate the standard errors of marginal effects generated using margins.

My model includes indicator and continuous variables as well as interactions between the indicator and continuous variables.
If I could specify the model using factor variables, then I could calculate the margin and get the standard errors in one step using:
. margins, dydx(f) atmeans predict(outcome(1))
where f represents the indicator variable.

Because the oglm program doesn’t support factor variables, I can still calculate the margin using the difference in the two predictions:
. margins, at((mean) s… f=0 fXs=0…) predict(outcome(1)), and
. margins, at((mean) s… f=1 fXs=`mean_s’…) predict(outcome(1))
where f represents the indicator variable, s… represents the continuous variables and fXs… the interaction terms.
But this is cumbersome and I don’t get the standard errors.

I would like to generate marginal effects at particular combinations of my independent variables (eg. 5th, 10th etc. percentiles) in addition to the overall at means options. I’m wondering if there is a different/easier way of getting this information automatically.
Appreciate any suggestions
Paul

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