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Re: st: margins at every observation


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: margins at every observation
Date   Tue, 12 Oct 2010 10:23:26 -0500

At 08:49 AM 10/12/2010, Thomas wrote:
I want to calculate the marginal effects for all observations:

sysuse auto, clear
reg price c.mpg##c.mpg
gen dydx = _b[mpg]+2*_b[ c.mpg#c.mpg]*mpg

I thought I would get the same using:

margins, dydx(mpg) at((asobserved) mpg)

but I only get a single value at the mean of mpg.

How can I get the marginal effect at each observation from -margins- (if at all)?

Both approaches are giving you the same result. You aren't getting a single value at the mean of mpg, you are getting the average marginal effect. Tweaking your code slightly,

sysuse auto, clear
reg price c.mpg##c.mpg
gen dydx = _b[mpg]+2*_b[ c.mpg#c.mpg]*mpg
sum dydx
margins, dydx(mpg) at((asobserved) mpg)

The last command can be simplified to

margins, dydx(mpg)

Unfortunately, margins does not have a way to generate new variables, so if you want a marginal effect for each case (rather than just the average of those marginal effects) you have to do something like what you did.


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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

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