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From |
Mirko <mirko.moro@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: ratio of marginal effects when using two -margins- commands |

Date |
Tue, 13 Apr 2010 13:01:34 +0100 |

Dear all, I am wondering whether is possible to obtain standard errors and confidence intervals of ratio of marginal effects when they are obtained by running two (or more) times the command -margins-. -margins- makes life a lot easier especially after estimating models with interaction terms or nonlinear models: * simple case use http://www.stata-press.com/data/r11/margex logistic outcome sex##group age margins sex, post nlcom (risk_ratio: _b[1.sex] / _b[0.sex]) However, there may be some cases in which one needs to compute two separate -margins- commands to obtain the marginal effects of interest. For example, after a model of Y on X, Z and the interaction term XZ: Y = a + bX + bZ + bXZ + e, I'd like to obtain the statistical significance of the ratio of (marginal effects of variable X conditional on variable Z)/ (marginal effects of variable Z conditional on X) = ME1/ME2 ****begin example***************************************** * -margins* sysuse auto, clear set more off qui regress mpg foreign i.rep78##c.weight headroom * ME1 margins, dydx(rep78) atmeans * ME2 margins, dydx(weight) over(rep78) **********end example*************************************** Is there an easy way to get standard errors and confidence intervals of ratios of two -margins- ME1/ME2? Or do I need to use -nlcom- like below? ****begin example******************************** * ratio of marginal effects with -nlcom- sysuse auto, clear set more off qui tab rep78, gen(rep) forval i=2/5{ qui gen rep`i'Xweight = rep`i'*weight } regress mpg foreign rep2-rep5 rep2Xweight-rep5Xweight weight headroom qui sum weight if e(sample) local meanw = r(mean) * ratio of ME1/ME2 nlcom (_b[rep2] + _b[rep2Xweight]*`meanw')/(_b[weight] + _b[rep2Xweight]) nlcom (_b[rep3] + _b[rep3Xweight]*`meanw')/(_b[weight] + _b[rep3Xweight]) nlcom (_b[rep4] + _b[rep4Xweight]*`meanw')/(_b[weight] + _b[rep4Xweight]) nlcom (_b[rep5] + _b[rep5Xweight]*`meanw')/(_b[weight] + _b[rep5Xweight]) ****end example**************************************************************** I would appreciate any help on this. Thanks Best regards, Mirko * * 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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