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Re: st: predicted marginal effects for sample


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: predicted marginal effects for sample
Date   Sun, 04 Dec 2011 20:53:01 -0500

At 06:31 PM 12/4/2011, john sanders wrote:
I am running a simple linear regression model with some interaction
terms of the following nature:

reg demand c.distance##c.price##c.price

I want to use the model parameters to predict the marginal effect of a
price change for every observation in the data (i.e. instead of the
linear prediction, I want the marginal effect for each observation).

Is this possible using the margins command? I could certainly code
this up, but I was wondering if there was a "predict" analogue to the
margins command.

In Microeconomics Using Stata, Revised Edition, Cameron and Trivedi show (in Section 10.6) how to manually compute AMEs. See

http://www.stata.com/bookstore/musr.html

The code they use can be found at

http://www.stata-press.com/data/musr.html

Look specifically at the file -mus10p1nonlin.do- . The sections you may be interested in start with the line "* AME computed manually for a single regressor" .

Their examples are for continuous variables. For an example using discrete variables, see slides 27-30 of

http://www.nd.edu/~rwilliam/stats/Margins01.pdf


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Richard Williams, Notre Dame Dept of Sociology
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