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Re: st: Testing whether the average partial effects are statistically different across groups?


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing whether the average partial effects are statistically different across groups?
Date   Wed, 31 Aug 2011 04:05:05 -0700

Actually, I think what you want is something slightly different, in
that you only want to compare the AME for group1 for the group1
subsample, with the AME for group2 for the group2 subsample. This can
be had by decomposing the marginal effects as discussed in the manual
entry [R] on -margins-, pg. 969-972. Which makes more sense depends on
the nature of the "e" variable.

/**************************************/
webuse union, clear
probit union age grade not_smsa ///
	i.south##c.year
margins, over(south) dydx(c.year) ///
 at(south=(0 1)) coeflegend post
test _b[1bn._at#0bn.south]= _b[2._at#1.south]
/**************************************/

T


On Wed, Aug 31, 2011 at 3:49 AM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> Create an indicator variable for your condition (i.e., a variable
> which is 1 if e>=0.5, 0 else), interact it fully with the variable of
> interest ("fdi"), compute -margins, over(indicator) dydx(fdi)-, that
> is the average marginal effects of "fdi" over the values of the
> indicator term, and test the values produced for equality, as in the
> following example:
>
> /**************************************/
> webuse union, clear
> probit union age grade not_smsa ///
>        i.south##c.year
> margins, over(south) dydx(c.year)
> test _b[0bn.south]=_b[1.south]
> /**************************************/
>
> T
>
> On Wed, Aug 31, 2011 at 3:35 AM, natasha agarwal
> <agarwana2@googlemail.com> wrote:
>> Hello Everyone,
>>
>> I was estimating the following model:
>>
>> probit expdum fdi if e>=0.50
>> margins, dydx(*)
>> probit expdum fdi if e<0.50
>> margins, dydx(*)
>>
>> Now I wanted to know whether the estimated Average partial effects of
>> fdi are statistically different across the two groups.
>>
>> Can anyone please help me with this?
>>
>> Many thanks
>> Natasha
>> *
>> *   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/
>>
>
>
>
> --
> Tirthankar Chakravarty
> tchakravarty@ucsd.edu
> tirthankar.chakravarty@gmail.com
>



-- 
Tirthankar Chakravarty
tchakravarty@ucsd.edu
tirthankar.chakravarty@gmail.com

*
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