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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |

Subject |
Re: st: logit average "marginal" effect of dummy variable with predict |

Date |
Tue, 07 May 2013 08:32:03 -0400 |

logit low lwt ptd i.smoke age margins, dydx(smoke) //AME of smoke The latter produces Average marginal effects Number of obs = 112 Model VCE : OIM Expression : Pr(low), predict() dy/dx w.r.t. : 1.smoke ------------------------------------------------------------------------------ | Delta-method | dy/dx Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- 1.smoke | .229702 .0923031 2.49 0.013 .0487913 .4106127 ------------------------------------------------------------------------------ Note: dy/dx for factor levels is the discrete change from the base level.

margins r.smoke At 07:48 AM 5/7/2013, Chris wrote:

Dear statalist, I want to compute the average marginal effect of an interaction effect, so I have to simultaneously "switch on and off" two treatment dummies (one treatment dummy, and one subgroup dummy interacted with the treatment dummy). Margins can't do that, as Richard Williams recently pointed out here on statalist. (http://www.stata.com/statalist/archive/2013-01/msg00263.html) So I am trying to compute it manually. However, I don't even manage to compute the average marginal effect with the predict command; somehow, there is a discrepancy between margins and predict even for simple cases. Does anybody know why? Example: ------------------------------- webuse lowbirth, clear logit low lwt ptd smoke age margins, dydx(smoke) //AME of smoke replace smoke=1 //set entire sample smoke=1 predict withsmoke //predict probability replace smoke=0 //set entire sample smoke=0 predict withoutsmoke //predict probability gen me=withsmoke-withoutsmoke //compute discrete "marginal" effect egen ame=mean(me) //AME of smoke ------------------------------- The margins command gives an AME of .2198375, while the predict version gives .2297. Which is right and why do they differ? Thanks! * * 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/

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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: logit average "marginal" effect of dummy variable with predict***From:*Chris <chris.stata@gmail.com>

**References**:**st: logit average "marginal" effect of dummy variable with predict***From:*Chris <chris.stata@gmail.com>

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