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Antwort: Re: st: 'margin' and marg. effects of second-order polynomials


From   Justina Fischer <JFischer@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   Antwort: Re: st: 'margin' and marg. effects of second-order polynomials
Date   Thu, 30 Dec 2010 00:57:39 +0100

Yes, I did - the x is continuous (so I used c.x##c.x).

I then used
margin, dydx(x)

Nevertheless, checking the marginal effects against a naive specification (x and x^2) I seemed to get the same marginal effects of x  as before again ?

Justina



-----owner-statalist@hsphsun2.harvard.edu schrieb: -----

An: statalist@hsphsun2.harvard.edu
Von: Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
Gesendet von: owner-statalist@hsphsun2.harvard.edu
Datum: 30.12.2010 12:53AM
Thema: Re: st: 'margin' and marg. effects of second-order polynomials

Use continuous interactions:

*************************************
webuse fullauto, clear
oprobit rep77 foreign length c.mpg#c.mpg
margins, dydx(mpg)
*************************************

T

On Wed, Dec 29, 2010 at 3:30 PM, Justina Fischer <JFischer@diw.de> wrote:
> Hi
>
> 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



--
To every &#969;-consistent recursive class &#954; of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(&#954;) (where v is the free variable of r).

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