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st: Fwd: question about ivreg2

From   Kit Baum <>
Subject   st: Fwd: question about ivreg2
Date   Sat, 13 Nov 2010 10:56:28 -0500

Quite easy to do that:

sysuse auto,clear
ivreg2 price length (mpg = weight turn)
margins, at(mpg=(12/41))

You can retrieve the calculated values as I did below.


On Nov 13, 2010, at 5:12 AM, Aida Paskeviciute wrote:

> Dear Professor Baum,
> Thank you very much for your prompt response. I am sorry for troubling you again, but after running your suggested estimations I realized that perhaps my question was not entirely clear. I would like estimate the predicted value of the dependent variable as one of my independent variables changes from its lowest to the highest value (so that I can graph these effects with confidence intervals) - an example is attached.
> Specifically, given the model below, how could we get the predicted value of "price"  with 95% confidence intervals as "mpg" changes from its lowest value (12) to the highest value (41)?
> sysuse auto,clear
> ivreg2 price length (mpg = weight turn)
> Thanks again for your help.

Kit Baum

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