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From |
"Solomon Tesfu" <ecosttx@langate.gsu.edu> |

To |
<baum@bc.edu> |

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

Date |
Mon, 22 Feb 2010 20:26:31 -0500 |

I'm sorry about this but I'm not sure why the MEs calculated at -60, -59, -58,...,58, 59, 60 should be related to those at -6.0, -5.9, -5.8,..., 5.8, 5.9, 6.0 in a heavily non-linear model like probit . Are you suggesting that they are equivalent or proportional or...? Thanks again, Solomon >>> Christopher Baum <baum@bc.edu> 02/22/10 1:33 PM >>> As I said in an earlier message, you can do this on a fine grid. Multiply the variable of interest by 10 and it will range from -60 to +60, and you can step through those 120 integers and calculate AMEs for each of them, corresponding to the original variable evaluated at -6.0, -5.9, -5.8, ... I suggest making integer-valued 'buckets' out of this to make exact comparisons hassle-free. Kit Baum | Boston College Economics and 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 On Feb 22, 2010, at 1:09 PM, Solomon Tesfu wrote: > Thanks again for your helpful suggestions . When I said the AME does > not show the variations in the ME at various levels of the regressor > I was refering to the AME calculated using the entire set of > observations. Yes, I can see the pattern in the AME by calculating > it for successively increasing intervals of the observed values of > the regressor. But my undertanding of the syntax you suggested was > that it calculates the MEs at only integer points (not the AMEs for > intervals of values) and adds them to the data as an additional > variable. The observed values of my variable of interest range > between -6 and 6 and the sample size is 2400. If I round off all the > observed values to the nearest integers and calculate the MEs only > at integer points that will still be informative but will hide some > details. Anyway, I think I have sufficient inputs from you guys and > I'll work on it. > > Solomon > >>>> Kit Baum <baum@bc.edu> 02/22/10 7:27 AM >>> > On Feb 22, 2010, at 2:33 AM, Solomon wrote: > >> Thanks again Kit and Richard, for your ideas. I understand that I >> cannot talk about precision of the estimates at each point of >> observation but once I get the estimates I can plot them against >> the values of the variable and look at the pattern. This is >> important because I have a reason to believe that the marginal >> effects will be different at high and low values of the regressor >> and the AME or the marginal effect at mean do not help me to verify >> this possibility. > > I don't see, then, how calculating AMEs at various points in the > regressor space would not 'verift this possibility'. If you take the > continuous variable you have and 'bin' it into ranges---which can be > as many as you can handle, given matsize---you can calculate the > AMEs at very-very-low, very-low, low, low+, low++, low+++, etc. > values of that regressor. Depending on your sample size and the > capacity of Stata (e.g., Stata/SE or Stata/MP can handle larger > matrices) you could calculate AMEs on a very fine grid of values of > the regressor, and 'look at the pattern'. Why does this not answer > the question you'd like to pose to the data? > > If AMEs differ across levels of income, I don't need to use an > income of $54,321 to verify that. An income of $55,000 would work, > as long as its AME is clearly distinct from that of income = $5,000. > > 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/ > * * 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/

**Follow-Ups**:**Re: st: Re: Adding the marginal effects at individual values of***From:*Kit Baum <baum@bc.edu>

**Re: st: Re: Adding the marginal effects at individual values of***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

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