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Re: st: Obtaining 95%CI for marginal effect
From 
 
Steven Samuels <[email protected]> 
To 
 
[email protected] 
Subject 
 
Re: st: Obtaining 95%CI for marginal effect 
Date 
 
Sun, 6 Feb 2011 08:30:38 -0500 
Nur-
Use -adjust- with the -ci- option.  The fitted value of y is not a  
"marginal effect";  for -regress- or (-svy: regress-) the default  
marginal effects are the regression coefficients.
*********************
sysuse auto, clear
xi: reg weight price turn i.foreign
adjust price turn, by(foreign), se ci
******************
Steve
[email protected]
On Feb 6, 2011, at 7:02 AM, Nur Hafidha Hikmayani wrote:
Dear all,
I've been running some regression models using -svy- and estimating
its marginal effect using -mfx- (I use Stata 10.1).
I wonder how can I get the 95% CI for the marginal effects (y)?
The output for regression and its marginal effect are as follows:
. xi: svy: reg GH i.medgrp exgrp chronic nummed gp
------------------------------------------------------------------------------
            |             Linearized
         GH |      Coef.   Std. Err.      t    P>|t|     [95% Conf.  
Interval]
------------- 
+----------------------------------------------------------------
 _Imedgrp_1 |   4.429839    3.56263     1.24   0.214    -2.564628     
11.42431
 _Imedgrp_2 |   8.333728   3.633545     2.29   0.022     1.200035     
15.46742
 _Imedgrp_3 |   10.05818   3.773961     2.67   0.008     2.648813     
17.46755
      exgrp |  -8.916839    1.89046    -4.72   0.000    -12.62835    
-5.205324
    chronic |  -10.31767   1.936802    -5.33   0.000    -14.12017    
-6.515169
     nummed |  -1.063043   .3452676    -3.08   0.002    -1.740902   -. 
3851831
         gp |  -4.347845   1.773649    -2.45   0.014    -7.830027     
-.865663
      _cons |   83.19335   3.520136    23.63   0.000     76.28231     
90.10438
------------------------------------------------------------------------------
. mfx, at(mean _Imedgrp_1=0 _Imedgrp_2=0)
Marginal effects after svy:regress
     y  = Fitted values (predict)
        =  53.085624
------------------------------------------------------------------------------
variable |      dy/dx    Std. Err.     z    P>|z|  [    95%  
C.I.   ]      X
--------- 
+--------------------------------------------------------------------
_Imedg~1*|   4.429839     3.56263    1.24   0.214  -2.55279   
11.4125         0
_Imedg~2*|   8.333728     3.63354    2.29   0.022   1.21211   
15.4553   .379185
_Imedg~3*|   10.05818     3.77396    2.67   0.008   2.66136    
17.455         0
  exgrp*|  -8.916839     1.89046   -4.72   0.000  -12.6221  
-5.21161   .762312
chronic*|  -10.31767      1.9368   -5.33   0.000  -14.1137  
-6.52161    .83752
 nummed |  -1.063043      .34527   -3.08   0.002  -1.73975 -.386331    
6.69376
     gp*|  -4.347845     1.77365   -2.45   0.014  -7.82413 -. 
871558   .472814
------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
Any help is much appreciated,
Thanks,
hafida-
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