Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: margins vs. lincom
From
[email protected] (Jeff Pitblado, StataCorp LP)
To
[email protected]
Subject
Re: st: margins vs. lincom
Date
Fri, 17 Dec 2010 10:27:48 -0600
Paul Visintainer <[email protected]> asked why the
difference in the confidence limits between -lincom- and -margins- output.
Others answered this question already.
Paul posted a follow-up question:
> I suppose the next question is why does -margins- use z? The default for
> computations, if I'm not mistaken, is the e(sample).
-margins- computes predictive margins and marginal effects, both of which may
come from linear and/or nonlinear predictions. In the general case, -margins-
employs the delta-method to compute variance estimates. The residual degrees
of freedom may not be used with all the computable margins, even from
estimation results from -regress-.
The confidence intervals are derived using a normal approximation on the
estimated coefficients, which rests on asymptotic theory.
--Jeff
[email protected]
*
* 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/