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


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: 'margin' and marg. effects of second-order polynomials
Date   Wed, 29 Dec 2010 16:12:48 -0800

Justina,

Try this code to see the difference between the two methods of
calculating the marginal effects:
********************************************************
webuse fullauto, clear
levelsof rep77, local(replev)

// higher-order term not included
oprobit rep77 foreign length mpg
foreach i of numlist `replev' {	
	margins, dydx(mpg) predict(outcome(`i'))
}

// include as continuous interactions
oprobit rep77 foreign length c.mpg#c.mpg
foreach i of numlist `replev' {	
	margins, dydx(mpg) predict(outcome(`i'))
}

// include explicitly
g mpgsq = mpg^2
oprobit rep77 foreign length mpg mpgsq
foreach i of numlist `replev' {	
	margins, dydx(mpg mpgsq) predict(outcome(`i'))
}
********************************************************

T


On Wed, Dec 29, 2010 at 3:57 PM, Justina Fischer <JFischer@diw.de> wrote:
> 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).
>
> *
> *   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/
>
>



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

*
*   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/


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