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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 13:14:06 +0100

Yes! But if you issue the same margins command then at all the
possible combination it will give the same result.

You will have to alter the margins command and it will look like
'margins, predict(pu0) over(south) dydx(c.year) at(south=(0 1))
coeflegend post'

Natasha

On Wed, Aug 31, 2011 at 1:06 PM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> The above example extends simply by adding -xt- to -probit-:
>
> /**************************************/
> webuse union, clear
> xtprobit 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 4:13 AM, natasha agarwal
> <agarwana2@googlemail.com> wrote:
>> 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/
>>
>
>
>
> --
> 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/
>

*
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