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From |
Tirthankar Chakravarty <[email protected]> |

To |
[email protected] |

Subject |
Re: Re: Re: Re: st: 'margin' and marg. effects of second-order polynomials |

Date |
Thu, 30 Dec 2010 03:09:44 -0800 |

Justina, While the following sentence at <http://www.stata.com/stata11/margins.html>: "[...] Because of Stata 11’s new factor-variable features, we can get average partial and marginal effects for age even when age enters as a polynomial:" confirms what I have said above, it is sometimes a good exercise to check these yourself. I show below how you might do this for a probit model with higher-order terms (in principle, the extension to ordered probit is the same because of the parallel lines assumption). Recall that the formula for the change in probability of success is (_not_ as you write): d(P(y=1))/dx = \phi(x'b)(b_1+2*b_{12}*x_1) where x is the entire vector of covariates, and x_1 is the covariate of interest (for which the second-order term is also included in the linear index, hence the form of the marginal effect), b_1 is the coefficient on the main term and b_{12} is the coefficient on the polynomial term. Note that this is for each individual observation.

**Follow-Ups**:**Antwort: Re: Re: Re: Re: st: 'margin' and marg. effects of second-order polynomials***From:*Justina Fischer <[email protected]>

**Re: Re: Re: Re: st: 'margin' and marg. effects of second-order polynomials***From:*Tirthankar Chakravarty <[email protected]>

**References**:**st: 'margin' and marg. effects of second-order polynomials***From:*Justina Fischer <[email protected]>

**Re: st: 'margin' and marg. effects of second-order polynomials***From:*Tirthankar Chakravarty <[email protected]>

**Antwort: Re: st: 'margin' and marg. effects of second-order polynomials***From:*Justina Fischer <[email protected]>

**Re: Re: st: 'margin' and marg. effects of second-order polynomials***From:*Tirthankar Chakravarty <[email protected]>

**Antwort: Re: Re: st: 'margin' and marg. effects of second-order polynomials***From:*Justina Fischer <[email protected]>

**Re: Re: Re: st: 'margin' and marg. effects of second-order polynomials***From:*Tirthankar Chakravarty <[email protected]>

**Antwort: Re: Re: Re: st: 'margin' and marg. effects of second-order polynomials***From:*Justina Fischer <[email protected]>

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