Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Alistair Windsor (U of M)" <alistair.windsor@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: statalist-digest V4 #4057 |

Date |
Mon, 07 Feb 2011 09:57:20 -0600 |

Dear Hafidha,

mean predicted y = mean y variance of predicted y at mean x is x^t sigma^2 (X^t X)^-1 x

The matrix sigma^2 (X^t X)^-1 is available as e(V) after your reg command.

mat s = x'*e(V)*x mat lis s though I am far from an expert in matrix manipulation in Stata.

Hope that helps, Alistair On 2/7/11 1:33 AM, statalist-digest wrote:

Date: Sun, 6 Feb 2011 19:02:37 +0700 From: Nur Hafidha Hikmayani<nhhikmayani@gmail.com> Subject: st: Obtaining 95%CI for marginal effect 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-

-- -- Alistair Windsor 380 Dunn Hall Ph: 901-678-4431 University of Memphis Fax: 901-678-2480 Memphis, TN 38152-3240 * * 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/

- Prev by Date:
**st: MATA function that gives the TRUE indices of a logical object** - Next by Date:
**st: RE: MATA function that gives the TRUE indices of a logical object** - Previous by thread:
**st: MATA function that gives the TRUE indices of a logical object** - Next by thread:
**st: Mata performance monitoring** - Index(es):