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Re: st: Fwd: Comparing marginal effects of two subsamples


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fwd: Comparing marginal effects of two subsamples
Date   Mon, 24 Oct 2011 10:12:43 +0200

On Fri, Oct 21, 2011 at 9:23 PM, Jianhong Chen wrote:
> Thank you very much for your response. I read your article on Stata
> Journal and I think you are completely right.  Just to make sure that
> I understand right, are the exponentiated coefficients you mentioned
> the same coefficients which I can get after runing negative binomial
> model?

The magic option is -irr-, just as I did in the example I posted earlier.

> Also, since the reviewers require that we should compare marginal
> effect, we have no chance to avoid that and we plan to use the
> marginal effects as supplemental analysis, not main analysis. Do you
> have any idea to do t-test of marginal effects of two subsample?

Typically, my response to the reviewer would be something like:
"We agree with the reviewer that a substantive interpretation of the
parameters would improve the article. We have chosen to do so in the
form of rate ratios rather than marginal effects as that way we avoid
the problem that correct marginal effects of interaction terms tend to
be so variable across individuals that a one number summary, like a
mean marginal effect, is hard to justify (Ai and Norton 2003)."

Hope this helps,
Maarten

Ai, C., and E. Norton. 2003. Interaction terms in logit and probit
models. Economics Letters 80: 123–129

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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