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 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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