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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: Adding the marginal effects at individual values of |

Date |
Sat, 20 Feb 2010 20:59:08 -0500 |

<> Solomon said >I have a bivariate probit model where the key variable of interest >is continuous. The 'margeff' program in stata gives me the average >of the marginal effects at each value of of this variable. But I >want to look at how the marginal effects vary with changing values >of the variable. Therefore, I would like to add the marginal >effects at each value of this continuous variable to the data and >'margeff' doesn't help me to do that. I would appreciate if anyone >has a suggestion as to how to proceed with this. It is hard to imagine doing this if the variable of interest is really continuous (conceptually taking on a different value for each observation), but if there is a number of discrete values of the variable of interest (e.g, years of education in Rich Williams' example dataset), then you can save the marginal effects computed at each value and attach them to their respective observation: set more off clear all use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear logit warmlt2 age ed prst // for a continuous variable that takes on discrete values, // evaluate the average marginal effect at each such value margins, dydx(ed) at(ed=(0/20)) mat ated = r(at) mat ame = r(b) putmata ed mata: meff = st_matrix("ated")[.,2], st_matrix("ame")' meff = (1::rows(meff)), meff // create a new vector that will hold the marginal effect for // each observation in the original data edme = J(rows(ed),1,.) for(i=1;i<=rows(ed);i++) { edme[i,1] = meff[select(meff[.,1], meff[.,2] :== ed[i]), 3] } end getmata edme, double l ed edme in 1/50 su ed edme Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

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