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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/

**Follow-Ups**:**Re: st: Testing whether the average partial effects are statistically different across groups?***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Testing whether the average partial effects are statistically different across groups?***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**References**:**st: Testing whether the average partial effects are statistically different across groups?***From:*natasha agarwal <agarwana2@googlemail.com>

**Re: st: Testing whether the average partial effects are statistically different across groups?***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**Re: st: Testing whether the average partial effects are statistically different across groups?***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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