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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: test difference in marginal effects for the same dummy variable, computed first as difference and then as derivative |

Date |
Mon, 4 Mar 2013 21:46:08 -0500 |

It does not seem to be clear (to me at least) what you are trying to do. I also fail to see (contrary to your claim) that your first and second -margins- call differ in any way. To me it looks like you do the same thing twice, once with one variable, and then with another which is a copy of the first one. Thus the -lincom- result of zero looks perfectly reasonable to me, although I wonder how Stata lets you refer to results from the first -margins- call after results from the second call are -post-ed? Perhaps consider rephrasing your inquiry. Joerg On Mon, Mar 4, 2013 at 3:21 PM, Luca Fumarco <luca.fumarco@lnu.se> wrote: > Dear statalisters, > > I would like to test whether the difference between the marginal effects of a dummy varaible, obtained first by computing the difference > and then by taking the derivative, is statistically significant. I want to implement this test in order to justify the utilization of the derivative. > The model I am suing is the probit model; my vars are y x1 x2 x3, where x1 and x2 are the dummy variables. > Below you can read the syntax I am using. > > 1) First, I generate an identical dummy var, but with a different name. > gen x1bis = x1 > > 2) Second, I regress the probit model, compute the marginal effect of x1 computing the difference, and I store the estimate > probit y i.x1 i.x2 x3, cluster(id) > margins, dydx(x1) atmeans post > matrix list e(b) > est store mfx1 > estimate query > > 3) Third, I regress the probit model, compute the marginal effect of x1bis taking the derivatie, and I store the estimate > probit y i.x1bis i.x2 x3, cluster(id) > margins, dydx(x1bis) cont atmeans post > matrix list e(b) > est store mfx2 > estimate query > > 4) Eventually, I test the difference > lincom _b[1.x1] - _b[1.x1bis] > > > Stata returns the following result: > ------------------------------------------------------------------------------ > | Coef. Std. Err. z P>|z| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > (1) | 0 (omitted) . . . . > ------------------------------------------------------------------------------ > > As you see, I control with "estimate query" what I have actually stored and the corresponding values: _b[1.x1] and _b[1.x1bis] corresponds to the estimates > of the marginal effects computed in the two different ways, and their value is not the same. > > Is there a syntax or (worse) a methodological problem in what I am doing? > Do you have any suggestion concerning a possible correction, or even concerning a different way to implement this test? > > Thank you very much! > Luca > * > * 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: test difference in marginal effects for the same dummy variable, computed first as difference and then as derivative***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: test difference in marginal effects for the same dummy variable, computed first as difference and then as derivative***From:*Luca Fumarco <luca.fumarco@lnu.se>

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