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RE: st: margins vs. lincom


From   "Visintainer, Paul" <Paul.Visintainer@baystatehealth.org>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: margins vs. lincom
Date   Mon, 20 Dec 2010 14:07:07 -0500

Jeff, thanks for clarifying.  

-p

________________________________________________
Paul F. Visintainer, PhD
Baystate Medical Center
Springfield, MA 01199


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeff Pitblado, StataCorp LP
Sent: Friday, December 17, 2010 11:28 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: margins vs. lincom

Paul Visintainer <Paul.Visintainer@baystatehealth.org> 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
jpitblado@stata.com
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