st: Re: question about ivreg2

[Christopher Baum <kit.baum@bc.edu>]

<>
On Nov 12, 2010, at 10:23 AM, Aida Paskeviciute wrote:

> Dear Professor Baum,
>  
> I am writing because I've been recently working with your -ivreg2- command, and was wondering if I could ask you a quick question about it. Is there a way to generate marginal effects with 95% confidence intervals after -ivreg2-? Unfortunately, neither -prvalue- or -prchange- seem to work, and I was wondering if there are any other alternatives to obtain confidence bands for predicted effects after these estimations.
>  
> Thank you in advance for your help.
>  
> With kind regards,
> Aida Paskeviciute
>  

sysuse auto,clear
ivreg2 price length (mpg = weight turn)
margins, dydx(_all)
mata
b = st_matrix("r(b)")
se = sqrt(diagonal(st_matrix("r(V)")))'
dydxci = (b - 1.96 :* se \ b + 1.96 :* se)'
st_matrix("dydxci",dydxci)
end
mat li dydxci



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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