st: problem with factor variable and margins.

[Rich Steinberg <rsteinbe@iupui.edu>]

Running a tobit, then getting average marginal effects (dy/dx) using the 
margins command.  I ask it to compute the margins for some continuous 
variables and 2 kinds of factor variables.  Results are only reported 
for one of the two kinds of factor variables even though raw tobit 
coefficients are computed for both kinds and no error messages appear.  
I "post" the margins results to do some testing, and all is well for 
testing continuous variables and one kind of factor variable (using 
"test"), but I get an error message for any tests involving the other 
kind of factor variable indicating it is "not found".  Is it me or 
stata, I say hesitantly, realizing that every time in the past that I 
thought I found a bug it turned out to be a stupid error on my part.
Specifically, we have all sorts of income and wealth covariates and some 
indicators created from them:  variables beginning with 'z' are 
indicators that =1 if the corresponding income source =0, 0 otherwise.  
I have no problem with the z variables.  Variables beginning with n are 
indicators that = 1 if the corresponding income source takes a negative 
value, 0 otherwise.  Here are the relevant command lines, with a few 
comments inserted:
tobit Atotgiv $income i.zlinc i.zainc i.zwelinc i.ztrinc i.zinh i.zhome 
i.zowlth i.nainc nainc_ainc i.nhome nhome_home i.nowlth nowlth_owlth 
$control, ll(24.99) vce(cluster fid1968)
*runs fine, produces coefficients for the three 'n' factor variables: 
i.nainc, i.nhome, and i.nowlth
margins, predict(ystar(0,.)) dydx( linc2005 ainc2005 welinc2005 
trinc2005 pdv_totinh2005 home2005 owlth2005 zlinc zainc nainc nainc_ainc 
zwelinc ztrinc zinh zhome nhome nhome_home zowlth nowlth nowlth_owlth) post
*produces the following translation and table, where the 'n' factor 
variables disappear
Average marginal effects                          Number of obs   
=       4790
Model VCE    : Robust

Expression   : E(Atotgiv*|Atotgiv>0), predict(ystar(0,.))
dy/dx w.r.t. : linc2005 ainc2005 welinc2005 trinc2005 pdv_totinh2005 
home2005 owlth2005 1.zlinc
              1.zainc 1.zwelinc 1.ztrinc 1.zinh 1.zhome 1.zowlth 
nainc_ainc nhome_home nowlth_owlth
      
   Delta-method
   dy/dx   Std. Err.      z    P>z     [95% Conf. Interval]
      
linc2005    .0036341   .0018126     2.00    0.045     .0000814    .0071867
ainc2005    .0042529   .0054043     0.79    0.431    -.0063394    .0148451
welinc2005    -.0227912   .0274355    -0.83    0.406    -.0765638    
.0309814
trinc2005    -.0009717   .0044668    -0.22    0.828    -.0097265     .007783
pdv_tot~2005    .0018556   .0016007     1.16    0.246    -.0012817     
.004993
home2005    .0001909   .0004784     0.40    0.690    -.0007468    .0011286
owlth2005    .0002804   .0001727     1.62    0.104    -.0000581    .0006189
1.zlinc    -318.2919   220.6601    -1.44    0.149    -750.7777     114.194
1.zainc    -392.2745   79.73669    -4.92    0.000    -548.5555   -235.9935
1.zwelinc    22.76784   236.5038     0.10    0.923    -440.7712    486.3069
1.ztrinc    69.08922   71.11036     0.97    0.331    -70.28453     208.463
1.zinh    -93.65764   124.6813    -0.75    0.453    -338.0284    150.7131
1.zhome    -413.516    85.3139    -4.85    0.000    -580.7282   -246.3038
1.zowlth    -874.5375   135.0824    -6.47    0.000    -1139.294   -609.7809
nainc_ainc    .0071456   .0273387     0.26    0.794    -.0464373    .0607286
nhome_home    .0011568   .0057747     0.20    0.841    -.0101613     .012475
nowlth_owlth    .0016043   .0015222     1.05    0.292    -.0013791    
.0045878
      
Note: dy/dx for    factor levels is the discrete    change from the base 
level.
*And then I do many tests, including the following that work and don't work:
test (ainc)(1.zainc)

( 1)  ainc2005 = 0
( 2)  1.zainc = 0

          chi2(  2) =   28.57
        Prob > chi2 =    0.0000
test (1.nainc) (nainc_ainc)
1.nainc not found
r(111);



--
Rich Steinberg
Department of Economics, 516 Cavanaugh Hall
IUPUI
Indianapolis, IN 46202-5140
317-278-7221

"Unanswered email since 1955"

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