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Re: st: margins vs. lincom

From (Jeff Pitblado, StataCorp LP)
Subject   Re: st: margins vs. lincom
Date   Fri, 17 Dec 2010 10:27:48 -0600

Paul Visintainer <> 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.

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