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Re: st: predicted marginal effects for sample
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: predicted marginal effects for sample
Date
Sun, 04 Dec 2011 21:50:18 -0500
At 09:18 PM 12/4/2011, john sanders wrote:
Thank you Steve,
Unfortunately, I was not able to find a solution in the help file or
manual, which is why I am asking here.
I simply want to generate a variable which contains the predicted
marginal effect of model.
For the linear prediction, I would simply type:
reg demand c.distance##c.price##c.price
predict demand_hat, xb
I want to do something similar for the marginal effect of price:
reg demand c.distance##c.price##c.price
margins , dydx(price)
To calculate the predictive margins, I could simply generate a new variable:
gen
demand_change=distance*_b[c.distance#c.price]+2*price*_b[c.price#c.price]+2*distance*price*_b[c.distance#c.price#c.price]
I was simply wondering if margins had this automated.
Not automated, but not hard.
webuse auto, clear
clonevar xmpg = mpg
sum xmpg
gen delta = r(sd)/1000
reg price c.trunk##c.weight##c.xmpg
margins, dydx(xmpg)
predict p1
replace xmpg = xmpg + delta
predict p2
gen mfxmpg = (p2-p1)/delta
sum mfxmpg
Tweak the code a little if missing data is an issue.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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