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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 13:27:15 +0000 |

Sounds good. But making -margins- work is a secondary issue. You told your model that -Outcome- was a factor variable, which is a different story from it being treated as a measured predictor. Nick On Tue, Nov 13, 2012 at 1:14 PM, Tobias Morville <tobiasmorville@gmail.com> wrote: > 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/

**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>

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

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