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From |
"Pek-Hooi Soh" <[email protected]> |

To |
<[email protected]> |

Subject |
RE: st: mfx after xtnbreg and how to compute predicted Y |

Date |
Mon, 20 Oct 2008 07:18:41 -0700 |

Thanks for pointing this out. I am still learning to use statistical options in Stata and the help menu is not too straightforward for me. Will appreciate any help to my questions about IRR and Predict with xtnbreg. Two follow up questions: 1) to calculate the marginal effect for an two-way interaction term. Do I run IRR option and take the coefficients to compute the effect as follow? Say, E[y | x] = exp(β1 + β2 x2 + β3 x3 + β4 x2 x3 ) Then the proportionate change in the conditional mean due to a one-unit change in x3 equals (β2 + β4 x2 ). 2) I need to compute Y2(X1 | other_X_at_mean_value) Y1(X1+1std_dev | other_X_at_mean_value) calculate Y2-Y1. How do I use the options predict to have the values X1 and X1 + 1 std dev ? Cheers, Pek --- Pek-Hooi Soh <[email protected]> wrote: > I estimated the full model by xtnbreg and ran mfx. The marginal > effect table presents the same coefficients and standard errors as > the table for xtnbreg. Is this possible? Yes, if you type -help mfx- it tells you that: "By default, mfx calculates the marginal effects or elasticities at the means of the independent variables by using the default prediction option associated with the previous estimation command." If you type -help xtnbreg postestimation- it tells you that the linear predictor is the default for -predict- after -xtnbreg-. This means that the marginal effect -mfx- computes is just the same as the output of -xtnbreg-. If you want to interpret incidence rate ratios you don't have to use -mfx-, you can just use -xtnbreg- with the -irr- option. See: -help xtnbreg-. > If I do get the correct mfx output, how do I compute predicted Y? Do > I have compute y = exp(XB) where B stores marginal effects separately > in excel ? See -help xtnbreg postestimation- and look at the -predict- section. Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room N515 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- Send instant messages to your online friends http://uk.messenger.yahoo.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/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/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: mfx after xtnbreg and how to compute predicted Y***From:*"Pek-Hooi Soh" <[email protected]>

**Re: st: mfx after xtnbreg and how to compute predicted Y***From:*Maarten buis <[email protected]>

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