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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: predicted marginal effects for sample |

Date |
Sun, 4 Dec 2011 21:49:29 -0500 |

Your example makes your request clearer. I'm not sure, but maybe something like this: *************************** sysuse auto, clear gen obs = _n reg mpg c.weight##c.price margins, dydx(price) over(obs) post **************************** I think the quantities you want will be in e(b), and you will have to convert these to Stata variables with -getmata- and -merge- them back into your data set. Steve On Dec 4, 2011, at 9:18 PM, john sanders wrote: Thank you Steve, Unfortunately, I was not able to find a solution in the help file or manual, which is why I am asking here. I simply want to generate a variable which contains the predicted marginal effect of model. For the linear prediction, I would simply type: reg demand c.distance##c.price##c.price predict demand_hat, xb I want to do something similar for the marginal effect of price: reg demand c.distance##c.price##c.price margins , dydx(price) To calculate the predictive margins, I could simply generate a new variable: gen demand_change=distance*_b[c.distance#c.price]+2*price*_b[c.price#c.price]+2*distance*price*_b[c.distance#c.price#c.price] I was simply wondering if margins had this automated. On Sun, Dec 4, 2011 at 8:29 PM, Steve Samuels <sjsamuels@gmail.com> wrote: > No, it is not possible with -predict-, at least not without a lot of work. Yes it is possible with -margins-. The -help- and manual will show you how. > > Steve > > On Dec 4, 2011, at 6:31 PM, 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. > * > * 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/ * * 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/

**References**:**st: predicted marginal effects for sample***From:*john sanders <desmochada@gmail.com>

**Re: st: predicted marginal effects for sample***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: predicted marginal effects for sample***From:*john sanders <desmochada@gmail.com>

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