Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Tobias Morville <tobiasmorville@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 13 Nov 2012 14:14:58 +0100 |

Hi Nick, and again thanks. I think i figured it out. If i did a i.Outcome, it did work, which shows that you were right. My other problem (with constant effects) was that the default for margins, is a linear prediction. Adding predict(pu0) solved this. As i understand, predict(pu0) says that there is some random effect from all subjects, and then averages that, and compares each subject to that random effect. It does not assume away the random effects.. i think! But this solved my questions, and i hope that the above might help someone with the same problem at some point. T 2012/11/13 Nick Cox <njcoxstata@gmail.com>: > 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/ * * 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:*Nick Cox <njcoxstata@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>

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

- Prev by Date:
**Re: st: logistic regression and interpreting trend across two time points** - Next by Date:
**Re: st: obtaining chi2 and p-values from crosstabs using estpost and esttab** - Previous by thread:
**Re: st: Several questions regarding xtprobit and margins command** - Next by thread:
**Re: st: Several questions regarding xtprobit and margins command** - Index(es):