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Re: st: Margins & margins plot after quantile regression


From   Fred Wolfe <fwolfe@arthritis-research.org>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Margins & margins plot after quantile regression
Date   Fri, 20 Jan 2012 18:03:54 -0600

Thanks, Richard.

Fred

On Fri, Jan 20, 2012 at 8:55 AM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> At 06:11 AM 1/20/2012, Fred Wolfe wrote:
>>
>> Can someone tell me how to get the marginal effects after the
>> following command for all of the quantiles.
>>
>> . sqreg dfness age gender,q(.25 .50 .75 .95)
>> (fitting base model)
>> (bootstrapping ....................)
>>
>> Simultaneous quantile regression                     Number of obs =
>>  2488
>>  bootstrap(20) SEs                                  .25 Pseudo R2 =
>>  0.0386
>>                                                     .50 Pseudo R2 =
>>  0.0731
>>                                                     .75 Pseudo R2 =
>>  0.0908
>>                                                     .95 Pseudo R2 =
>>  0.1248
>>
>>
>> ------------------------------------------------------------------------------
>>             |              Bootstrap
>>      dfness |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
>> Interval]
>>
>> -------------+----------------------------------------------------------------
>> q25          |
>>         age |   .0410552   .0038733    10.60   0.000       .03346
>>  .0486505
>>      gender |    .656884   .0742087     8.85   0.000     .5113666
>>  .8024013
>>       _cons |  -1.023816   .1525062    -6.71   0.000    -1.322868
>> -.7247635
>>
>> -------------+----------------------------------------------------------------
>> q50          |
>>         age |   .0821105   .0051305    16.00   0.000     .0720499
>> .092171
>>      gender |   .7389944   .1777711     4.16   0.000     .3903997
>>  1.087589
>>       _cons |   -.859595   .3019741    -2.85   0.004    -1.451742
>> -.2674482
>>
>> -------------+----------------------------------------------------------------
>> q75          |
>>         age |   .1129019   .0051985    21.72   0.000     .1027082
>>  .1230957
>>      gender |   .9032154   .2762264     3.27   0.001     .3615577
>>  1.444873
>>       _cons |   .2078413     .42155     0.49   0.622    -.6187842
>>  1.034467
>>
>> -------------+----------------------------------------------------------------
>> q95          |
>>         age |    .172041   .0086505    19.89   0.000      .155078
>> .189004
>>      gender |   .3010708   .6610339     0.46   0.649    -.9951631
>>  1.597305
>>       _cons |    4.46586   1.153358     3.87   0.000     2.204218
>>  6.727502
>>
>> ------------------------------------------------------------------------------
>>
>>
>> . margins, at(age=(20 [10] 80))
>>
>> <snip>
>>
>> ------------------------------------------------------------------------------
>>             |            Delta-method
>>             |     Margin   Std. Err.      z    P>|z|     [95% Conf.
>> Interval]
>>
>> -------------+----------------------------------------------------------------
>>         _at |
>>          1  |   .7976641    .073706    10.82   0.000     .6532031
>>  .9421252
>>          2  |   1.208217   .0520172    23.23   0.000     1.106265
>>  1.310168
>>          3  |   1.618769   .0478113    33.86   0.000     1.525061
>>  1.712478
>>          4  |   2.029321   .0645985    31.41   0.000     1.902711
>>  2.155932
>>          5  |   2.439874   .0914708    26.67   0.000     2.260594
>>  2.619153
>>          6  |   2.850426   .1219335    23.38   0.000     2.611441
>>  3.089412
>>          7  |   3.260979   .1538686    21.19   0.000     2.959402
>>  3.562556
>>
>> ------------------------------------------------------------------------------
>>
>> This is apparently margins for q50. I would like margins for all of
>> the quantiles, with an ultimate goal of using margins plot.
>
>
> I'd be surprised if it is q50, I would expect q25. I think you have the same
> problem I have when using ologit -- there are multiple equations so you have
> to run multiple margins commands, and I don't know how you combine all that
> into a single marginsplot. Try
>
> margins, at(age=(20 [10] 80)) predict(outcome(#1))
> margins, at(age=(20 [10] 80)) predict(outcome(#2))
> margins, at(age=(20 [10] 80)) predict(outcome(#3))
> margins, at(age=(20 [10] 80)) predict(outcome(#4))
>
> My ongoing wish is that margins easily handle multiple outcome commands. I
> wrote -mfx2- for the old -mfx- command to handle multiple outcomes. If I
> ever got ambitious, I could probably write a similar -margins2- command, but
> I keep hoping Stata will do it for me.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
>
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