Try this code to see the difference between the two methods of calculating the marginal effects: ******************************************************** webuse fullauto, clear levelsof rep77, local(replev)

// higher-order term not included oprobit rep77 foreign length mpg foreach i of numlist `replev' { margins, dydx(mpg) predict(outcome(`i')) }

// include as continuous interactions oprobit rep77 foreign length c.mpg#c.mpg foreach i of numlist `replev' { margins, dydx(mpg) predict(outcome(`i')) }

// include explicitly g mpgsq = mpg^2 oprobit rep77 foreign length mpg mpgsq foreach i of numlist `replev' { margins, dydx(mpg mpgsq) predict(outcome(`i')) } ********************************************************

T

On Wed, Dec 29, 2010 at 3:57 PM, Justina Fischer <JFischer@diw.de> wrote: > Yes, I did - the x is continuous (so I used c.x##c.x). > > I then used > margin, dydx(x) > > Nevertheless, checking the marginal effects against a naive specification (x > and x^2) I seemed to get the same marginal effects of x as before again ? > > Justina > > > > -----owner-statalist@hsphsun2.harvard.edu schrieb: ----- > > An: statalist@hsphsun2.harvard.edu > Von: Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> > Gesendet von: owner-statalist@hsphsun2.harvard.edu > Datum: 30.12.2010 12:53AM > Thema: Re: st: 'margin' and marg. effects of second-order polynomials > > Use continuous interactions: > > ************************************* > webuse fullauto, clear > oprobit rep77 foreign length c.mpg#c.mpg > margins, dydx(mpg) > ************************************* > > T > > On Wed, Dec 29, 2010 at 3:30 PM, Justina Fischer <JFischer@diw.de> wrote: >> Hi >> >> I am estimating (using oprobit, unfortunately) a functional relationship >> of >> the following kind (simplified) >> >> Pr(F) = ax + bx^2 + other stuff. >> >> I am interested in the marginal effect: dPr(F)/dx = a + 2bx >> >> Using margin, I get marginal effects as if x and x^2 were two separate >> variables, even though I interact the factor x (x##x) in my >> specification. >> >> Is there a way to make 'margin' estimate dPr(F)/dx, taking into account >> the >> functional relationship ? >> >> Browsing the Stata archive did not help....and calculating by hand is >> probably rather unfeasible. >> >> Thanks >> >> Justina > > > > -- > To every ω-consistent recursive class κ of formulae there > correspond > recursive class signs r, such that neither v Gen r nor Neg(v Gen r) > belongs to Flg(κ) (where v is the free variable of r). > > * > * 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/ > >

-- To every ω-consistent recursive class κ of formulae there correspond recursive class signs r, such that neither v Gen r nor Neg(v Gen r) belongs to Flg(κ) (where v is the free variable of r).