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Re: st: margins / over / dydx


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: margins / over / dydx
Date   Wed, 04 Jan 2012 13:09:10 -0500

At 04:19 AM 1/4/2012, Robert Duval wrote:
I can of course estimate

margins , over(sex) post

and then proceed "by hand" given that I have the parameter estimates
to differentiate and the variance-covariance matrix. However, I want
to do this for several models and for many different values in the
at() option. So before I program a complicated loop for my specific
problem in hand I wanted to ask if anyone knows a direct way of
obtaining the  difference 0.2587496 - .0807707  = .1779789 and its
standard error.

Is the post option all that horrible? You could save and restore the probit results if you want to do a bunch of different things with the same model.

Does this do what you want? It at least saves you doing the calculation by hand. You will need Stata 12 for this.

use http://www.stata-press.com/data/r11/margex
probit outcome sex##group age distance arm
margins, over(sex) post
contrast r.sex

The last command yields

. contrast r.sex

Contrasts of predictive margins
Model VCE    : OIM

Expression   : Pr(outcome), predict()
over         : sex

------------------------------------------------
             |         df        chi2     P>chi2
-------------+----------------------------------
         sex |          1      218.99     0.0000
------------------------------------------------

--------------------------------------------------------------
             |            Delta-method
             |   Contrast   Std. Err.     [95% Conf. Interval]
-------------+------------------------------------------------
         sex |
   (1 vs 0)  |   .1779789    .012027      .1544063    .2015515
--------------------------------------------------------------

Also, note that contrast saves its results in r, e.g. after doing the above,

. mat list r(chi2)

symmetric r(chi2)[1,1]
           c1
r1  218.98749

. mat list r(b)

symmetric r(b)[1,1]
        r1vs0.
          sex
r1  .17797889

. mat list r(V)

symmetric r(V)[1,1]
               r1vs0.
                 sex
r1vs0.sex  .00014465

. di .00014465^.5
.01202705


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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