Re: st: margins at every observation

[Thomas <tpt21@cam.ac.uk>]

derivate at various (virtual) cases but not for all observed cases?

Thomas

On 12/10/2010 16:23, Richard Williams wrote:
> At 08:49 AM 10/12/2010, Thomas wrote:
> > I want to calculate the marginal effects for all observations:
> >
> > sysuse auto, clear
> > reg price c.mpg##c.mpg
> > gen dydx = _b[mpg]+2*_b[ c.mpg#c.mpg]*mpg
> >
> > I thought I would get the same using:
> >
> > margins, dydx(mpg) at((asobserved) mpg)
> >
> > but I only get a single value at the mean of mpg.
> >
> > How can I get the marginal effect at each observation from -margins- 
> > (if at all)?
> Both approaches are giving you the same result.  You aren't getting a 
> single value at the mean of mpg, you are getting the average marginal 
> effect.  Tweaking your code slightly,
> sysuse auto, clear
> reg price c.mpg##c.mpg
> gen dydx = _b[mpg]+2*_b[ c.mpg#c.mpg]*mpg
> sum dydx
> margins, dydx(mpg) at((asobserved) mpg)
>
> The last command can be simplified to
>
> margins, dydx(mpg)
>
> Unfortunately, margins does not have a way to generate new variables, 
> so if you want a marginal effect for each case (rather than just the 
> average of those marginal effects) you have to do something like what 
> you did.
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
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>
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