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Re: st: Marginal Effects using subsetted data

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Marginal Effects using subsetted data
Date   Sun, 31 Oct 2010 19:37:18 -0500

At 02:54 PM 10/31/2010, MOSTARDO, NICK wrote:

I am running an ordered probit model using data that I wish to subset by
gender and race (both dichotomous measures). I am running the following

'by gender race, sort: ologit depvar indvars'

At that point, I get the correct output of 4 tables for the proper
combinations of the sorted variables (0,0)(0,1)(1,0)(1,1); however, when
I try to run marginal effects as:

'mfx, predict(p outcome(1))' (my depvar is 3 ordered categories)

I get the error:

'no observations

As a sidelight, you might want to use mfx2 or margeff instead of mfx when running commands like oprobit. Both will give you the marginal effects for all the outcomes at once, instead of having to give a command for each outcome. Both also give you the option of storing the results, which can be handy for creating tables. Both are available from SSC. Slightly tweaking Kit's example,

clear all
set more off
sysuse auto
drop if rep78==1
su price,mean
g hip = price>r(mean)
forv p=0/1 {
        forv f=0/1 {
                di in r _n "High price==`p', Foreign==`f'"
                oprobit rep78 turn mpg if hip==`p' & foreign==`f', nolog
                mfx, predict(p outcome(#1))
                mfx2, nolog

If I ever get ambitious, I may try to update mfx2 so it works with factor variables and the margins command. Having to give separate commands for each outcome is kind of a pain and it makes the output harder to read.

Richard Williams, Notre Dame Dept of Sociology
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