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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 |
Tue, 13 Nov 2012 12:13:20 +0000 |

My guess is that, although the error message may be confusing you, -Outcome- does not qualify as an acceptable argument for -margins- because, as said, it does not qualify as a factor variable or interaction. Nick On Tue, Nov 13, 2012 at 8:29 AM, Tobias Morville <tobiasmorville@gmail.com> wrote: > Hey Nick, and thanks for the anwser on Q#1, and the grammar correction too :-) > > I run > > -xtprobit stop_dummy Outcome outcome_lag1 seqEarn seqearn_outcome,re- > > Where seqEarn goes from 0 to approx 800 (in a very few obs). Only in > integers. Outcome is the number of eyes the die shows, and > seqearn_outcome is a interaction between seqEarn and Outcome. > > This adds another question. > > As seqEarn (their accumulated earnings they get every game round) is a > positive monotonically increasing function of Outcome(t-z), is there > anything wrong with NOT adding the interactionterm between them? > <snip> >>> ________________________________________ >>> 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>

**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:*Tobias Morville <tobiasmorville@gmail.com>

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