st: Using over() option in -margins- command

["Weichle, Thomas" <Thomas.Weichle@va.gov>]

Hi Statalisters,
Using the auto dataset, suppose I generate the following indicator
variables.

generate weight_gt_50ptile = 0
replace weight_gt_50ptile = 1 if weight > 3190

generate length_gt_25ptile = 0
replace length_gt_25ptile = 1 if length > 170

Then, I run the following logistic regression model.

* Case A:
logistic foreign i.weight_gt_50ptile i.length_gt_25ptile
estimates store auto

I would like to estimate average predicted probabilities using
-margins-.  Suppose I run margins (1) and (2) below.

* (1)
margins weight_gt_50ptile#length_gt_25ptile, predict(pr)

* (2)
estimates restore auto
margins length_gt_25ptile, predict(pr) over(weight_gt_50ptile)

**** Note: Results obtained from (1) are identical to (2)

Suppose I run a similar model but include the variables mpg and price.

* Case B:
logistic foreign i.weight_gt_50ptile i.length_gt_25ptile mpg price
estimates store auto2

Again, I would like to estimate average predicted probabilities using
-margins-.  Suppose I run margins (3) and (4) below (syntax identical to
(1) and (2)).

* (3)
margins weight_gt_50ptile#length_gt_25ptile, predict(pr) post

* (4)
estimates restore auto2
margins length_gt_25ptile, predict(pr) over(weight_gt_50ptile) post

**** Note: In this case, results obtained from (3) and (4) are not
identical to eachother.

In Case A, the margins are identical using "margins X#Y" compared to
"margins Y, over(X)".
In Case B, the margins are different using "margins X#Y" compared to
"margins Y, over(X)".

My question is the following:  In Case B, why are the margins different?
It appears as if the over() option is the cause for this difference but
I am unable to understand its reasoning.

Tom Weichle
Math Statistician
Center for Management of Complex Chronic Care (CMC3)
Hines VA Hospital, Bldg 1, C202
708-202-8387 ext. 24261
Thomas.Weichle@va.gov 


*
*   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/