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Re: st: interpreting margins results


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: interpreting margins results
Date   Mon, 09 Aug 2010 22:47:19 -0700

Dear Richard

Understanding this kind of output can be very tricky, because of the presence of the interaction. In your case, the interaction is not significant and life would be simplified if you could remove that non-significant interaction from your model. Then, you could interpret the main effects of the binary factor and continuous variable rather easily.

With respect to your current model, the -regress- command is telling us about the slope of -lpchgdef- when -d1982- is 0, and the difference in means betweeen -d1982- (1 vs 0) when lpchgdef is held constant at 0. The -margins- command is telling you about the means of -d1982-, and the z tests are testing whether each mean is significantly different from 0 (e.g., is 5.590552 different from 0). These z-tests are rather boring.

I hope this helps,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-08-09 9.01 PM, Richard J Stoll wrote:
I am using Stata/SE 11.1 on a PC.

I would appreciate help on interpreting the output from the margins
command.

I have read the documentation and looked around for examples on the web
and cannot find an example in which the calculated margin is significant
for one (or some) values of the variable, but not for others.  My question
is how to interpret such a finding.

Note: what follows is taken from a real dataset I am using, but the model
shown below is simpler than what I am doing.

Here is the regression command and results (note: I have chopped the right
side of the results so they won't wrap across lines; I always find that
hard to read).

. reg dmnetsupp i.d1982##c.lpchgdef

       Source |       SS       df       MS
-------------+------------------------------
        Model |  1148.21514     3   382.73838
     Residual |  4337.83844    33   131.44965
-------------+------------------------------
        Total |  5486.05358    36  152.390377

-----------------------------------------------------
    dmnetsupp |      Coef.   Std. Err.      t    P>|t|
-------------+---------------------------------------
      1.d1982 |   -6.62355   4.204622    -1.58   0.125
     lpchgdef |  -.2784506    .210933    -1.32   0.196
              |
        d1982#|
   c.lpchgdef |
           1  |   -.235843      .3527    -0.67   0.508
              |
        _cons |   6.204468   3.459617     1.79   0.082
-----------------------------------------------------

And then I use the following margins command, followed by the results
(again I have chopped the right side to avoid wrapping lines):

. margins i.d1982

Predictive margins  Number of obs   =         37
Model VCE    : OLS

Expression   : Linear prediction, predict()

------------------------------------------------------
              |            Delta-method
              |     Margin   Std. Err.      z    P>|z|
-------------+----------------------------------------
        d1982 |
           0  |   5.590552   3.472332     1.61   0.107
           1  |  -1.552974   2.256145    -0.69   0.491
------------------------------------------------------

How would you discuss the difference in the z-scores/probabilities for the
two margins values of d1982?

Thanks for your help.
-------------------------------------------------------------------
Richard J. Stoll * Albert Thomas Professor of Political Science *
Rice University * Political Science MS 24 * P.O. Box 1892 * Houston
TX 77251-1892 * stoll@rice.edu * 713-348-3362 * FAX: 713-348-5273

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