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From |
Paul Byatta <paulbyatta@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: interpreting probit coefficient |

Date |
Mon, 24 Jun 2013 18:51:04 +0300 |

Hi David, Thanks a lot. The PDF on -margins- was quite informative. Paul On Sun, Jun 23, 2013 at 5:45 PM, David Hoaglin <dchoaglin@gmail.com> wrote: > Hi, Paul. > > Others on this list have far more experience with -margins- than I > have, but you may find the following comments useful. -margins- has a > wide range of capabilities. If you have not read the PDF > documentation on -margins- recently, please do so. The examples > include situations similar to yours. > > m7a and m11a are indicator variables, but you have used them in your > -probit- command as continuous variables, and so -margins- will also > consider them continuous. That will prevent -margins- from > calculating discrete differences for those variables, as you may want > it to do. If you had gotten that output by using i.m7a in the > -probit- command, you could interpret the result as saying that the > average marginal effect of having more than 1 wife (on the probability > of domestic disputes) is .021586. (-margins- calculates the > derivative or discrete difference at the level of the observation and > then averages over the sample.) > > You should study your data to judge whether they support that sort of > averaging. The derivative or discrete difference works on the model, > holding constant the predictors that do not involve that particular > variable. The actual process of fitting a regression model (including > probit), however, works differently. As a result, if you were > interpreting the coefficients in the model, you would need to say that > a particular coefficient tells how the outcome varies with change in > that predictor after adjusting for simultaneous linear change in the > other predictors in the model in the data at hand. One should not > usually pretend to be able to hold the other predictors constant. > > For the interpretation of me3_yea it is not accurate to talk about the > effect of 1 additional year of marriage. The documentation for > -margins- points out that the derivative is a rate and it applies to > small (infinitesimal) changes in the variable. > > Have you considered whether your model should include interactions? > If the data do need interactions in the model, -margins- may be even > more helpful (if used carefully). > > David Hoaglin > > > On Sun, Jun 23, 2013 at 4:46 AM, Paul Byatta <paulbyatta@gmail.com> wrote: >> Hi Stata list >> >> I kindly need help with interpreting coefficients from a probit >> regression. I have a dataset and I want to examine how years of >> marriage, polygamy, dowry payment predict probability of domestic >> disputes among married couples in a country. >> >> I have run the command below >> >> probit m181_dispute m3_yea m7a m11a, r >> >> I followed that with >> >> margin, dy/dx(*) >> >> my variable names are >> >> m181_dispute = 1 if there was a domestic dispute, 0 if otherwise >> m3_yea = length of marriage in years >> m7a = 1 if husband has more than 1 wife, 0 if has 1 wife >> m11a = 1 if husband has paid dowry, 0 if not >> >> After I run the margin command, I get >> >> dy/dx >> m3_yea | .0050716 >> m7a | .021586 >> m11a | -.0608191 >> m12a | -.0176505 >> >> >> I understand that, because m3_yea is a continuous variable, it would >> be accurate to interpret the marigin coefficient on m3_yea as 1 >> additional year of marriage would on average decrease probability of >> occurrence of domestic disputes by 0.5 percent. >> >> I am, however, confused as to how to interpret a margin coefficient on >> an indicator variable. For instance, I was wondering whether it would >> be accurate to interpret the margin coefficient on m7a as the >> probability of domestic disputes occurrence in marriages with more >> than 1 wife is on average higher by 2.16 percent than in those with >> one 1 wife. >> >> >> Thanks >> Paul > * > * 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: interpreting probit coefficient***From:*Paul Byatta <paulbyatta@gmail.com>

**Re: st: interpreting probit coefficient***From:*David Hoaglin <dchoaglin@gmail.com>

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