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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Stata list example - use of the margins command |

Date |
Thu, 8 Dec 2011 10:20:58 +0100 |

--- Peter Baade wrote me privately: > I noticed that you posted the following example on the Stata list in May this year. <http://www.stata.com/statalist/archive/2011-05/msg00776.html> > > I was wondering if I could ask you one question You can, but convention on Statalist is that these questions are asked on the list rather than privately. If you found something strange than odds are that others will also find that to be the case, and would thus appreciate an answer as well. It also has advantages for you, because it regularly happens that others participate in the discussion contributing another point of view or pointing out mistakes or ommisions in my answer. This is discussed in the Statalist FAQ: <http://www.stata.com/support/faqs/res/statalist.html#private> So I forwarded this messages to statalist. > when you used the “di” command below, could I use the nlcom command to get confidence intervals? I’ve used this and get very wide intervals, inconsistent with the p-value. Below is an adaptation of the example you refer to, replacing -di- with -nlcom-. The p-value in -nlcom- is in this case useless as it tests the hypothesis that the odds ratio is 0 rather than the meaningfull hypothesis that the odds ratio is 1. You can also see the confidence interval produced by -nlcom- is somewhat different from the confidence interval produced by -logit- even though the coefficient and the standard error match exactly. The reason for that is explained here: <http://www.stata.com/support/faqs/stat/2deltameth.html> *------------------------ begin example ------------------------------------ sysuse nlsw88, clear gen byte high_occ = occupation < 3 if occupation < . gen byte black = race == 2 if race < . drop if race == 3 gen byte baseline = 1 sum ttl_exp gen c_ttl_exp = ttl_exp - r(mean) // fix at average ttl_exp (12.5 years) logit high_occ black##collgrad c_ttl_exp baseline, or nocons margins, over(black collgrad) expression(exp(xb())) /// at(c_ttl_exp = 0) post nlcom (_b[1.black#1.collgrad] / _b[0.black#1.collgrad] ) / /// (_b[1.black#0.collgrad] / _b[0.black#0.collgrad]) *-------------------------- end example ------------------------------------ (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**st: RE: Stata list example - use of the margins command***From:*Peter Baade <PeterBaade@cancerqld.org.au>

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