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Re: st: margin vs mfx


From   Fernando Rios Avila <f.rios.a@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: margin vs mfx
Date   Fri, 23 Sep 2011 21:33:13 -0400

Thank you very much Tirthankar!
I didnt know that particularity of margins. and will help me correct
future work.
Thanks again
Fernando

On Fri, Sep 23, 2011 at 9:28 PM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> -margins- wants you to explicitly declare factor variables as such
> during estimation, else they are considered as continuous, whereas
> -mfx- and -dprobit- gauge this from the possible values:
>
> sysuse auto, clear
> generate goodplus = rep78 >= 4 if rep78 < .
>
> dprobit foreign mpg goodplus
> probit foreign mpg goodplus
> mfx
> probit foreign mpg i.goodplus
> margins, dydx(*) atmeans
>
> T
>
> On Fri, Sep 23, 2011 at 11:52 AM, Fernando Rios Avila
> <f.rios.a@gmail.com> wrote:
>> Dear Stata listers,
>> I was checking some of my old program files which im trying to update,
>> and found one issue I hope someone can help me with.
>> The problem is that When I run the old program -dprobit- the marginal
>> results reported there are identical to the ones obtain using -mfx-
>> after a probit model.
>> However, when I apply the margin command, i cant obtain the same
>> results. they are similar, but not the same.
>> for instance see the following results:
>> Here is an example of the differences im finding:
>>
>>  sysuse auto
>>  help dprobit
>>  generate goodplus = rep78 >= 4 if rep78 < .
>>  dprobit foreign mpg goodplus
>>
>> Probit regression, reporting marginal effects           Number of obs =     69
>> LR chi2(2)    =  30.92
>> Prob > chi2   = 0.0000
>> Log likelihood = -26.942114                             Pseudo R2     = 0.3646
>>
>> foreign           dF/dx      Std. Err.      z    P>z     x-bar  [
>> 95% C.I.   ]
>>
>> mpg           .0249187   .0110853     2.30   0.022   21.2899   .003192  .046646
>> goodplus*   .4740077   .1114816     3.81   0.000    .42029   .255508  .692508
>>
>> obs. P    .3043478
>> pred. P    .2286624  (at x-bar)
>>
>> (*) dF/dx is for discrete change of dummy variable from 0 to 1
>> z and P>z correspond to the test of the underlying coefficient being 0
>>
>> probit foreign mpg goodplus
>>
>> *results
>>
>> mfx
>>
>> Marginal effects after probit
>> y  = Pr(foreign) (predict)
>> =  .22866238
>>
>> variable       dy/dx    Std. Err.     z    P>z  [    95% C.I.   ]      X
>>
>> mpg           .0249187      .01109    2.25   0.025   .003192  .046646   21.2899
>> goodplus*   .4740077      .11148    4.25   0.000   .255508  .692508    .42029
>>
>> (*) dy/dx is for discrete change of dummy variable from 0 to 1
>>
>>  margins, dydx(*) atmeans
>>
>> Conditional marginal effects                      Number of obs   =         69
>> Model VCE    : OIM
>>
>> Expression   : Pr(foreign), predict()
>> dy/dx w.r.t. : mpg goodplus
>> at           : mpg             =    21.28986 (mean)
>> goodplus        =    .4202899 (mean)
>>
>>
>> Delta-method
>> dy/dx   Std. Err.      z    P>z     [95% Conf. Interval]
>>
>> mpg             .0249187   .0110854     2.25   0.025     .0031918    .0466455
>> goodplus      .46276       .1187437     3.90   0.000     .2300267    .6954933
>>
>> Is there anyway to obtain the same results?
>> I know this must be an old issue, but cant seem to find references to this.
>> Thanks in advance.
>> *
>> *   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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