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RE: st: RE: problem with factor variable and margins.
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
RE: st: RE: problem with factor variable and margins.
Date
Wed, 17 Mar 2010 10:50:41 +0100
<>
So "1.nainc" is not in there. Is there any message after the -margins, post-
command to indicate that it got dropped?
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Rich Steinberg
Sent: Mittwoch, 17. März 2010 01:52
To: [email protected]
Subject: Re: st: RE: problem with factor variable and margins.
Martin -- thanks for quick reply.
Here's what I get when I follow your directions. Note that it makes no
mention of the "n" indicators.
e(b)[1,24]
0b. 1.
linc2005 ainc2005 welinc2005 trinc2005
pdv_tot~2005 home2005 owlth2005 zlinc zlinc
y1 .00361868 .00423484 -.02269471 -.00096762
.00184778 .0001901 .00027922 0 -316.88901
0b. 1. 0b. 1.
0b. 1. 0b. 1. 0b.
zainc zainc zwelinc zwelinc
ztrinc ztrinc zinh zinh zhome
y1 0 -390.58658 0 22.671088
0 68.796578 0 -93.26363 0
1. 0b.
1.
zhome zowlth zowlth nainc_ainc
nhome_home nowlth_owlth
y1 -411.67932 0 -870.19597 .00711539
.00115194 .00159752
.
Martin Weiss wrote:
> <>
>
> What does
>
> *************
> mat l e(b)
> *************
>
> after the -margins,post- line give you?
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Rich Steinberg
> Sent: Dienstag, 16. März 2010 23:50
> To: [email protected]
> Subject: st: problem with factor variable and margins.
>
> 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);
>
>
>
>
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