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Re: st: How to store marginal effect value after using margin command?


From   Vũ Võ <hoangvu@ueh.edu.vn>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to store marginal effect value after using margin command?
Date   Sun, 9 Jun 2013 01:54:13 +0200

Dear Sergiy,

Thank you for your message. Probably, you misunderstand my question
nor I am clear in raising a question.

For example:

sysuse auto, clear

reg price price wgt mpg c.wgt#c.wgt c.mpg#c.mpg c.wgt#c.mpg


      Source |       SS       df       MS              Number of obs =      74
-------------+------------------------------           F(  5,    68) =   12.84
       Model |   308384833     5  61676966.6           Prob > F      =  0.0000
    Residual |   326680563    68  4804125.93           R-squared     =  0.4856
-------------+------------------------------           Adj R-squared =  0.4478
       Total |   635065396    73  8699525.97           Root MSE      =  2191.8

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |  -31.88985   9.148215    -3.49   0.001    -50.14483   -13.63487
         mpg |  -3549.495   1126.464    -3.15   0.002    -5797.318   -1301.672
             |
    c.weight#|
    c.weight |   .0034574   .0008629     4.01   0.000     .0017355    .0051792
             |
 c.mpg#c.mpg |   38.74472   12.62339     3.07   0.003     13.55514    63.93431
             |
    c.weight#|
       c.mpg |   .5421927   .1971854     2.75   0.008     .1487154    .9356701
             |
       _cons |   92690.55   25520.53     3.63   0.001     41765.12      143616
------------------------------------------------------------------------------

So, I would like to calculate the marginal effects of weight and mpg
on price by using command:
margins, dydx(weight mpg)

and get ->

Average marginal effects                          Number of obs   =         74
Model VCE    : OLS

Expression   : Linear prediction, predict()
dy/dx w.r.t. : weight mpg

------------------------------------------------------------------------------
             |            Delta-method
             |      dy/dx   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |   .5360966   .6516553     0.82   0.411    -.7411243    1.813318
         mpg |  -262.0502    103.681    -2.53   0.011    -465.2612   -58.83919
------------------------------------------------------------------------------


My question is how to obtain or store in to scalar or whatever in
stata values of 0.5360966 and -262.0502 in the above table?

If i use mfx , after that using matrix list e(b) as you suggested, it
will give me coefficients of the regression. To some extent, it can
say that these are marginal effets, but not what I would like to
obtain.

Any suggestion are highly appreciated. Thanks

Vu

On 9 June 2013 00:07, Sergiy Radyakin <serjradyakin@gmail.com> wrote:
> type either 'return list' or 'ereturn list' (depending on the command)
> to see which results are saved after these commands. From what you
> describe you are interested in matrices r(b) and e(b)
>
> sysuse auto, clear
> generate lp=log(price)
> regress lp weight length headroom mpg
> mfx
> matrix list e(b)
>
> Best, Sergiy
>
> On Sat, Jun 8, 2013 at 4:50 PM, Vũ Võ <hoangvu@ueh.edu.vn> wrote:
>> Hi everyone,
>>
>> I am writing a code in do file to calculate the marginal effect of x
>> on y (log-linear model)
>>
>> The function form as  following:
>>
>> Ln(Y) = a0 + a1*X + a2*X^2  + e ----> Y = exp(a0 + a1*X + a2*X^2)
>>
>> So, dY/dX = (a1 + 2*a2*X)*exp(a0 + a1*X + a2*X^2)        eq(1)
>>
>> If I run the regression by command line as:
>>
>> reg lnY x c.x#c.x
>>
>> after that using margins command:
>>
>> margins, dydx(x).
>>
>> I will obtain the marginal effect of x on Ln(Y):  (a1 + 2*a2*X).
>>
>> How can I calculate the dY/dX as in eq(1) by using the do file, not
>> calculating manually?
>>
>>
>> 2. Second question is:
>>
>> If I use command margins, predict(p)  and obtain the results as following:
>>
>> Marginal effects after hetprob
>>        y  = Pr(y) (predict, p)
>>           =  .54284206
>>  ------------------------------------------------------------------------------
>>  variable |      dy/dx    Std. Err.     z    p>|z|  [    95% C.I.   ]      X
>>  ---------+--------------------------------------------------------------------
>>         x |   .3704576      .03237   11.44   0.000   .307015    .4339   .020114
>>      xhet |  -.0736092      .02423   -3.04   0.002  -.121095 -.026124   .502716
>>      off1 |  (offset1)                                                  1.00516
>>      off2 |  (offset2)                                                  1.09709
>>  ------------------------------------------------------------------------------
>>
>> The question is how to store the marginal effects value, say in this
>> case is 0.3704576,
>>
>> in the scalar in stata?
>>
>>
>> Thank you so much.
>>
>> Vo Duc Hoang Vu
>> *
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>
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-- 

Vo Duc Hoang Vu
Faculty of Development Economics
University of Economics HCMC
1 A Hoang Dieu Street
Phu Nhuan Dist. Ho Chi Minh
Vietnam
Tel: +84 94 550 22 77 (VN); +31 624 63 29 45 (NL)
Fax: +84 8 38477948 (VN)
E-mail:hoangvu@ueh.edu.vn
http://www.voduchoangvu.net

*
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*   http://www.ats.ucla.edu/stat/stata/


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