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Re: st: Obtaining 95%CI for marginal effect


From   Shige Song <shigesong@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Obtaining 95%CI for marginal effect
Date   Sun, 6 Feb 2011 08:37:48 -0500

The "adjust" command has been largely replaced by the "margins"
command in Stata 11.

Shige

On Sun, Feb 6, 2011 at 8:33 AM, Steven Samuels <sjsamuels@gmail.com> wrote:
>
> Oops- I wrongly included a second comma in the -adjust- command. It should
> be:
>
> adjust price turn, by(foreign) se ci
>
> Steve
>
>
>
> 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
> sjsamuels@gmail.com
>
> 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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