Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   natasha agarwal <agarwana2@googlemail.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 12:13:45 +0100

Thank you very much for your kind assistance.

Can this also be performed after xtprobit, re?

Thanks
Natasha

On Wed, Aug 31, 2011 at 12:05 PM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> 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
>
> *
> *   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/
>

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index