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Re: st: margins after oprobit with interactions

From (Brendan Halpin)
Subject   Re: st: margins after oprobit with interactions
Date   Mon, 21 Nov 2011 17:08:57 +0000

On Mon, Nov 21 2011, Vincenzo Carrieri wrote:

> Stata gives me only two marginal effects: one for age and  one for
> income. 

Surely that's because you have only two variables. 

What your model gives you is a surface in three dimensions (prediction
by age by income) that is multiply non-linear (probit, quadratic,
interaction). As I understand it, -margins- averages this surface across
the data in some sense (in different ways depending on what you ask it).

Surely the advantage of -margins- is reducing messy non-linear models to
relatively simple summaries, and not in reproducing something equally
complex (in terms that may be inconsistent with the underlying
functional form)?

(That was a question rather than a statement: I sometimes think I'm not
quite getting marginal effects.)

Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147    ULSociology on Facebook:         twitter:@ULSociology
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