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From |
Maarten buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: variance-covariance matrix of the marginal effects of a logit and probit |

Date |
Tue, 26 Apr 2011 15:48:36 +0100 (BST) |

--- On Tue, 26/4/11, Mongeon, Kevin wrote: > I was wondering how to calculate (and save) the variance > -covariance matrix of the marginal effects of a logit and > probit regression. I am using Stata 11. *--------------------- begin example -------------------- //================================= data preparation // load data sysuse nlsw88, clear /* Categories 1 & 2 are classified as 1, i.e. "good occupations" the rest is classified as 0, i.e. "bad occupation" The categories for occupation are: 1 Professional/technical 2 Managers/admin 3 Sales 4 Clerical/unskilled 5 Craftsmen 6 Operatives 7 Transport 8 Laborers 9 Farmers 10 Farm laborers 11 Service 12 Household workers 13 Other */ gen byte good_occ = occupation < 3 /// if occupation < . // marital status is present in the data // as two dummy variables, these are // combined into one categorical variable // marst so it will work more nicely with // Stata's new factor variable notation gen byte marst = never_married + 2*married label define marst 0 "widowed/divorced" /// 1 "never married" /// 2 "married" label value marst marst label variable marst "marital status" // center variables sum grade, meanonly gen c_grade = grade - r(mean) sum ttl_exp, meanonly gen c_ttl_exp = (ttl_exp - r(mean))/10 sum age, meanonly gen c_age = age - r(mean) //=============================== estimate the model logit good_occ c_grade c_ttl_exp i.race i.south /// c_age i.marst // compute marginal effects margins, dydx(*) post // store the variance covariance matrix matrix v = e(V) // display the variance covariance matrix matlist v *---------------------- end example --------------------- (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**References**:**st: variance-covariance matrix of the marginal effects of a logit and probit***From:*"Mongeon, Kevin" <[email protected]>

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