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 at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: margins after oprobit with interactions


From   brendan.halpin@ul.ie (Brendan Halpin)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: margins after oprobit with interactions
Date   Mon, 21 Nov 2011 17:08:57 +0000

On Mon, Nov 21 2011, Vincenzo Carrieri wrote:

> Stata gives me only two marginal effects: one for age and  one for
> income. 

Surely that's because you have only two variables. 

What your model gives you is a surface in three dimensions (prediction
by age by income) that is multiply non-linear (probit, quadratic,
interaction). As I understand it, -margins- averages this surface across
the data in some sense (in different ways depending on what you ask it).

Surely the advantage of -margins- is reducing messy non-linear models to
relatively simple summaries, and not in reproducing something equally
complex (in terms that may be inconsistent with the underlying
functional form)?

(That was a question rather than a statement: I sometimes think I'm not
quite getting marginal effects.)


Brendan
-- 
Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147
mailto:brendan.halpin@ul.ie    ULSociology on Facebook: http://on.fb.me/fjIK9t
http://teaching.sociology.ul.ie/bhalpin/wordpress         twitter:@ULSociology
*
*   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