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RE: st: RE: -margins- vs -adjust-


From   "Verkuilen, Jay" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: RE: -margins- vs -adjust-
Date   Wed, 4 Nov 2009 15:05:48 -0500

Philip Ender wrote:

>The following -margins- commands produce very close point estimates
>but somewhat different confidence intervals:

<snip>

>It will be interesting to see what Stata has to say about these two approaches.

Thanks, that's a nice alternative to the trick I used. As to the CIs being different, I'm inclined to trust -margins- more than -adjust-. I suspect -adjust- was just doing relatively naïve delta method while -margins- is probably more sophisticated for the CIs, but I guess that's an RTM moment for us, really. 

Jay

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