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From |
"Austin Nichols" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: mfx and margeff calculations |

Date |
Fri, 28 Mar 2008 21:35:16 -0400 |

Martin Watts <[email protected]>: As pointed out in http://www.stata.com/statalist/archive/2008-03/msg00652.html how "the marginal effect" is calculated depends on what marginal effect you mean. But yes, when all the indicators for a set of k-1 regressors from a set of k mutually exclusive exhaustive indicators are set to zero, you have the prediction for the excluded group. If computing a marginal effect of age, presumably you would want to compare the excluded group to the next higher age range, and that age range to the next highest, and so on. If you are using a marginal effects calculation that leaves other variables at their observed values, or sets all to their mean values, you are getting entirely the wrong answer. webuse nhanes2, clear g age2029=agegrp==1 g age3039=agegrp==2 g age4049=agegrp==3 g age5059=agegrp==4 g age6069=agegrp==5 g age70up=agegrp==6 g bmi=wei/hei^2*1e4 probit diab bmi age30-age70 [pw=fin], cl(psu) preserve foreach v of varlist age20-age60 { qui replace `v'=0 } predict pr20 forv i=30(10)70 { qui replace age`i'=1 qui replace age`=`i'-10'=0 predict pr`i' su age20-age60 } su pr?? [aw=fin], sep(0) loc v=1 forv i=30(10)70 { su pr`i' [aw=fin], meanonly loc m1=r(mean) su pr`=`i'-10' [aw=fin], meanonly loc diff=`m1'-r(mean) di as res "Marginal effect of increase in age "_c di "category from `: lab (agegrp) `v++'' to " _c di "`: lab (agegrp) `v'' : " `diff' } restore On Fri, Mar 28, 2008 at 7:25 PM, Martin Watts <[email protected]> wrote: > Herewith possibly a silly question. Consider say a probit with a series of variables representing age ranges, with obviously a default age range, not included in the estimation. How is say margeff calculated for say AGE3544? Presumably without any consideration of the fact that an individual can only occupy one age range. > The calculation can be undertaken manually, so that when AGE3544 is set to 1, the others are all zero, but what about when AGE3544 is set to zero? Obviously the default age range kicks in. > > Is that the desirable calculation?? > > Or have I got it all wrong? > Thanks. > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: mfx and margeff calculations***From:*Martin Watts <[email protected]>

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