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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 >> * >> * 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/ -- 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 * * 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: How to store marginal effect value after using margin command?***From:*William Buchanan <william@williambuchanan.net>

**References**:**st: How to store marginal effect value after using margin command?***From:*Vũ Võ <hoangvu@ueh.edu.vn>

**Re: st: How to store marginal effect value after using margin command?***From:*Sergiy Radyakin <serjradyakin@gmail.com>

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