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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Several questions regarding xtprobit and margins command |

Date |
Mon, 12 Nov 2012 19:58:55 +0000 |

At least, if you are replying to me, know by reading the whole thread that I was replying to Tobias. Nick On Mon, Nov 12, 2012 at 7:48 PM, Tim Burnett (ECO) <Tim.Burnett@uea.ac.uk> wrote: > Oh, I realise I omitted some commas in the dydx margins commands. > > Sorry, > > Tim > -- > > Tim Burnett > PhD Researcher > Department of Economics & ESRC Centre for Competition Policy > University of East Anglia > > Email: tim.burnett@uea.ac.uk > Phone: +44 (0) 7793 116 522 > Skype: timb318 > ________________________________________ > From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Tim Burnett (ECO) [Tim.Burnett@uea.ac.uk] > Sent: 12 November 2012 19:43 > To: statalist@hsphsun2.harvard.edu > Subject: RE: st: Several questions regarding xtprobit and margins command > > The model is: > > probit Y ib2.D i.supplier##i.S i.B##i.supplier i.B##i.S i.S#c.N i.supplier#c.N ib1.income ib1.employment i.children i.gender ib1.education ib2.age > > Where N takes the value 1,2,3 or 4, and B takes the value 0 or 1. > > margins, dydx(B) at(S=(1 2 3 4) supplier=(1 2 3 4 5 6) N=1 D=3 income=4 employment=1 children=0 gender=0 age=3 education=1) > > gives dS/dB, and... > > margins, dydx(N) at(S=(1 2 3 4) supplier=(1 2 3 4 5 6) B=1 D=3 income=4 employment=1 children=0 gender=0 age=3 education=1) > > gives dS/dN > > and for all possible S*supplier combinations: > > dS/dB + dS/dN = [margins, at(S=(1 2 3 4) supplier=(1 2 3 4 5 6) N=2 B=1 D=3 income=4 employment=1 children=0 gender=0 age=3 education=1)] - [margins, at(S=(1 2 3 4) supplier=(1 2 3 4 5 6) N=1 B=0 D=3 income=4 employment=1 children=0 gender=0 age=3 education=1)] > > But, the problem I have is in finding the standard error associated with the combined (dS/dB + dS/dN) term and I was wondering whether Stata has some way of calculating the standard error associated with the compound effect of a marginal change in several variables. > > I hope this makes sense now! > > Many thanks for your help! > > Tim > > -- > > Tim Burnett > PhD Researcher > Department of Economics & ESRC Centre for Competition Policy > University of East Anglia > > Email: tim.burnett@uea.ac.uk > Phone: +44 (0) 7793 116 522 > Skype: timb318 > ________________________________________ > From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Nick Cox [njcoxstata@gmail.com] > Sent: 12 November 2012 18:20 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Several questions regarding xtprobit and margins command > > I'll comment on your problem #1. > > The help for -margins- starts > > "margins [marginlist] [if] [in] [weight] [, response_options options] > > where marginlist is a list of factor variables or interactions that appear > in the current estimation results." > > When you give arguments immediately after the command, the crucial part is > > "margins marginlist ... > > where marginlist is a list of factor variables or interactions that appear > in the current estimation results." > > So, it would help if you gave the exact and complete -xtprobit- > command you used. I suspect that the error message will make sense > when we see the exact model you fitted. > > Nick > > P.S. "dice" is a strange word even to those for whom English is a > first language. "dice" is a plural: the singular is "die". One die, > two dice. > > On Mon, Nov 12, 2012 at 2:58 PM, Tobias Morville > <tobiasmorville@gmail.com> wrote: > >> I have a set of questions regarding the margins command, and marginal >> effects in general. >> >> I have a unbalanced paneldataset of 4124 observations, unevenly >> distributed on 18 subjects. >> >> My model is as follows: P(stop) = Outcome outcome_lag1 seqEarn, which >> im estimating in a RE probit setting with xtprobit command. >> >> Outcome: Outcome of a dice in period t. Lies from 1 to 6 >> Outcome_lag1: Outcome of the dice in period t-1 >> seqEarn: Accumulated earnings over each game. Drops to 0 if subject >> chooses to stop, or the dice shows a one. Starts at zero, and can only >> get more positive as people climb the reward ladder. >> >> All of these regressors are significant. >> >> Sooo, now the questions begin: >> >> 1) If i use -margins Outcome- (followed this guide >> http://www.stata.com/stata12/margins-plots/), then i get this >> errormessage: "'Outcome' not found in list of covariates", and that >> actually is the case for all margins commands, and is my number one >> headache. >> >> The only marginscommand that works, is if i use the -margins, >> dydx(Outcome outcome_lag1 seqEarn)-, which leads me to my next >> problem: >> >> 2) When i use a -margins, dydx(Outcome outcome_lag1 seqEarn)- my >> marginal effects are exactly the same as my regression coefficients? >> >> If i change the code to -margins, dydx(Outcome outcome_lag1 seqEarn) >> atmeans- they're the same again..? >> (So APE = MEM?) >> >> Im really confused about this, and i've read the ealier post >> (http://www.stata.com/statalist/archive/2009-11/msg01517.html), which >> covers some of the questions i have, but dosen't really anwser them. >> >> If i use mfx compute, predict(pu0) they change, but they become very >> small. And im guess that pu0 means that Im setting the random effects >> slope to 9, which is a bad idea for my data, as there is quite alot of >> random variability. >> >> 3) If i choose to ignore the fact that my marginal effects are the >> same as my probit regression coefficients, then im in my next pickle. >> That my marginal effects are constant. If i plot the predicted >> probability of stopping the game, over seqEarn, its constant, which >> suits my data very badly. And im afraid that i've misunderstood >> something very basic. >> >> if i try -margins, dydx(seqEarn) at (Outcome=(2 3 4 5 6)) vsquish- >> marginal effects are the same over Outcome size... >> >> .. and it's basically the same. >> >> What i would idealy like to see, is that predicted probability changes >> both over seqEarn and over Outcome and outcome_lag1 in some systematic >> way, but right now my newbieness in Stata problemshooting is driving >> me up the wall. >> >> ------ >> >> Background (just for the interested): >> >> I'm currently working with a dataset of 18 subjects, playing a virtual >> dicegame for 25 mins while in a fMRI scanner. The dice is random >> (1-6), and if you roll one, you lose whatever you accumulated this >> round. It's a balloon kind of thing: How far do people dare to go up >> the exponential reward ladder, before banking their earnings. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Several questions regarding xtprobit and margins command***From:*Tobias Morville <tobiasmorville@gmail.com>

**References**:**st: Several questions regarding xtprobit and margins command***From:*Tobias Morville <tobiasmorville@gmail.com>

**Re: st: Several questions regarding xtprobit and margins command***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Several questions regarding xtprobit and margins command***From:*"Tim Burnett (ECO)" <Tim.Burnett@uea.ac.uk>

**RE: st: Several questions regarding xtprobit and margins command***From:*"Tim Burnett (ECO)" <Tim.Burnett@uea.ac.uk>

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