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Re: st: RE: problem with factor variable and margins.
From
Rich Steinberg <[email protected]>
To
[email protected]
Subject
Re: st: RE: problem with factor variable and margins.
Date
Wed, 17 Mar 2010 13:26:11 -0400
I think I have tracked down the problem. In addition to the factor
variable nainc, I have a continuous variable nainc_ainc as a regressor
(which is the indicator times a continuous variable). The margins
command then got confused and assumed that nainc was an abbreviation for
nainc_ainc, which did appear in the results and subsequent tests. When
I rename nainc_ainc as n2ainc_ainc, my problem goes away -- a marginal
effect for the discrete change in the factor variable nainc does indeed
show up in the results.
If I am right in diagnosing why the rename solves the problem, this
means there is a bug in stata's margins. It is not reporting an
ambiguous abbreviation, it is simply picking one. Should I report it to
stata's tech staff, or is that something you do, Martin?
Martin Weiss wrote:
<>
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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*
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--
Rich Steinberg
Department of Economics, 516 Cavanaugh Hall
IUPUI
Indianapolis, IN 46202-5140
317-278-7221
"Unanswered email since 1955"
*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/