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From |
Chris <chris.stata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 7 May 2013 14:58:57 +0200 |

Hi Richard, thanks, everything works out. Didn't know that a dummy has to be defined as such. On Tue, May 7, 2013 at 2:32 PM, Richard Williams <richardwilliams.ndu@gmail.com> wrote: > You are treating smoke as a continuous variable rather than as discrete. > Instead do > > 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. > > > Incidentally, I like this alternate syntax, mostly because of the way output > gets labeled, especially in graphs: > > 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/ * * 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: logit average "marginal" effect of dummy variable with predict***From:*Chris <chris.stata@gmail.com>

**Re: st: logit average "marginal" effect of dummy variable with predict***From:*Richard Williams <richardwilliams.ndu@gmail.com>

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