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From |
Nirina F <fstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: RE: what does it mean the default for -mfx- is discrete when it is evaluated at the mean? |

Date |
Thu, 3 Jun 2010 09:07:32 -0400 |

Fair enough! Many thanks for the clarification. Best regards, Nirina On Thu, Jun 3, 2010 at 5:16 AM, Martin Weiss <martin.weiss1@gmx.de> wrote: > > <> > > You can try all of this yourself. As long as you use default settings (first > loop below), Stata treats the dummy covariate as a discrete variable, in > accordance with intuition, and the point at which you evaluate it does not > change the marginal effects. It is only when you tell it to treat the dummy > as a continuous variable (second loop) that the marginal effect changes. The > other covariates are held at their mean throughout, btw. > > *********** > sysuse auto, clear > gen byte dummy=rep78<4 > logit foreign gear_ratio turn length dummy > forv i=.1(.4).9{ > mfx compute, varlist(dummy gear_ratio) dydx at(mean dummy=`i') > } > forv i=.1(.4).9{ > mfx compute, varlist(dummy gear_ratio) dydx at(mean dummy=`i') nodisc > } > *********** > > > HTH > Martin > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nirina F > Sent: Donnerstag, 3. Juni 2010 04:18 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: RE: RE: what does it mean the default for -mfx- is discrete > when it is evaluated at the mean? > > Thank you very much for the responses. > May be : What you mean is that the rest of the variables are evaluated > at the mean but the independent dummy variable is evaluated at the > value 1 (instead of for example the mean at .37) > Nirina > > On Tue, Jun 1, 2010 at 5:39 PM, Martin Weiss <martin.weiss1@gmx.de> wrote: >> >> <> >> >> This was a knee-jerk reaction of course, since in a linear regression the >> marginal effects would always be constant. >> >> Still, what is the problem with saying that the marginal effect displayed > is >> for going from zero to one, i.e. the only move that a dummy can possibly >> make? The fact that the share of ones in your sample is 37% does not > change >> this fact, does it? >> >> >> HTH >> Martin >> >> >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss >> Sent: Dienstag, 1. Juni 2010 23:27 >> To: statalist@hsphsun2.harvard.edu >> Subject: st: RE: what does it mean the default for -mfx- is discrete when > it >> is evaluated at the mean? >> >> >> <> >> >> The point of evaluation does not seem to matter at all in this code, > though: >> >> >> *********** >> sysuse auto, clear >> reg price weight length foreign >> mfx compute, dydx at(mean foreign=0) >> mfx compute, dydx at(mean foreign=1) >> mfx compute, dydx at(mean foreign=.2) >> mfx compute, dydx at(mean foreign=.5) >> mfx compute, dydx at(mean foreign=.8) >> *********** >> >> >> HTH >> Martin >> >> >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nirina F >> Sent: Dienstag, 1. Juni 2010 16:09 >> To: statalist@hsphsun2.harvard.edu >> Subject: st: what does it mean the default for -mfx- is discrete when it > is >> evaluated at the mean? >> >> Hello, >> I have a dummy for dependent and main independent variable. I am using >> ivprobit. >> When I try to get the marginal effects, mfx shows you that the >> default setting is 'discrete', that is, evaluate the marginal effect >> of a dummy going from 0->1. But it is evaluated at the mean (and under >> x it shows 0.37 for the independent variable) so I am a little bit >> confused about the interpretation of the marginal effect. >> Thank you for your help. >> Nirina >> * >> * 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/ >> >> * >> * 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/ > > > * > * 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/

**References**:**st: what does it mean the default for -mfx- is discrete when it is evaluated at the mean?***From:*Nirina F <fstata@gmail.com>

**Re: st: RE: RE: what does it mean the default for -mfx- is discrete when it is evaluated at the mean?***From:*Nirina F <fstata@gmail.com>

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