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st: 'margin' and marg. effects of second-order polynomials
From
Justina Fischer <[email protected]>
To
[email protected]
Subject
st: 'margin' and marg. effects of second-order polynomials
Date
Thu, 30 Dec 2010 00:30:23 +0100
I am estimating (using oprobit, unfortunately) a functional relationship of the following kind (simplified)
Pr(F) = ax + bx^2 + other stuff.
I am interested in the marginal effect: dPr(F)/dx = a + 2bx
Using margin, I get marginal effects as if x and x^2 were two separate variables, even though I interact the factor x (x##x) in my specification.
Is there a way to make 'margin' estimate dPr(F)/dx, taking into account the functional relationship ?
Browsing the Stata archive did not help....and calculating by hand is probably rather unfeasible.
Thanks
Justina