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Re: st: Marginal effects

From   "Tamas Bartus (tbartus)" <>
Subject   Re: st: Marginal effects
Date   Sat, 22 Mar 2008 09:47:09 +0100

José C. <> asks:

> I am estimating a regression that has no-lineal (or product of 
> variables) variables in their dependent terms - for example:
> regress y x xz
>   The program Stata doesn't allow logical operators in the command 
> regress (or other equation terms as probit) and for that it is 
> previously necessary to define the variable (for example: gen w = xz). 
> However, if the interest is to calculate marginal effects or 
> elasticities (using mfx or margeff or dprobit) - that procedure 
> invalidates the results because the terms no lineal they are not 
> considered (for example: dy/dx = 1 + z and no 1).

Using margeff may help. Let m be the mean or median or another typical value of z.
Then after any regression, you could calculate dy/dx as follows:

margeff, replace
lincom x+m*z



Tamas Bartus, PhD
Associate Professor, Institute of Sociology and Social Policy
Corvinus University, Budapest 
1093 Budapest, Közraktár utca 4-6.
Phone:  +36-1-482-7301         
Fax:      +36-1-482-7348

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