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From |
Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Using suest after mfx2 or margeff - error r(322) |

Date |
Sun, 29 Apr 2012 21:24:39 -0700 |

Amanda, You probably want something like this: ************************************************* webuse union, clear probit union age grade not_smsa i.south##c.year margins, over(south) dydx(year) pwcompare ************************************************* Here "year" is the continuous variable whose marginal effect on the outcome you want to test for equality across the groups formed by the categorical variable "south". T On Sun, Apr 29, 2012 at 8:41 PM, Amanda Fu <mandy.fu1@gmail.com> wrote: > I am sorry for asking this question again. Just now, I read example 10 > in margins user guide carefully. But I am still not sure where I am > stuck. > > In my task, there is a continuous variable whose marginal effects are > to be tested across groups, not like the categorical variable in the > example. I am sorry that I did not make my question clearly enough. > > In the following two regressions, "college"=0,1; "SAT" is continuous > indicating scores: > .probit college SAT a1 a2 a3 if female==0 > .probit college SAT a1 a2 a3 if female==1 , > > my goal is to test if there is significant differences between the > marginal effects of scores between females and males. > > Any hints will be greatly appreciated! > > Amanda > > > > On Sun, Apr 29, 2012 at 9:31 PM, Amanda Fu <mandy.fu1@gmail.com> wrote: >> Thank you! >> >> On Sun, Apr 29, 2012 at 9:07 PM, Jorge Eduardo Pérez Pérez >> <perez.jorge@ur.edu.co> wrote: >>> See Example 10 of the reference manual entry for -margins- >>> _______________________ >>> Jorge Eduardo Pérez Pérez >>> >>> >>> On Sun, Apr 29, 2012 at 7:23 PM, Amanda Fu <mandy.fu1@gmail.com> wrote: >>>> Hi all, >>>> >>>> I would like to test the difference of the marginal effects (not >>>> coefficients) for a variable across probit regressions. When checking >>>> previous discussion, I find my question is exactly the same with the >>>> following early one, but no one answered it. >>>> >>>> I think there must be something wrong with my question. Would someone >>>> please give me some hints? Thanks! >>>> --------------------------------- >>>> probit y a1 a2 a3 if male==1 >>>> mfx compute >>>> est store MALE >>>> >>>> probit y a1 a2 a3 if female==1 >>>> mfx compute >>>> est store FEMALE >>>> suest MALE FEMALE >>>> test [MALE_mean]a1=[FEMALE_mean]a1 >>>> ---------------------------------------- >>>> Amanda >>>> >>>> On Sun, Nov 21, 2010 at 9:10 AM, <pascalstock@freenet.de> wrote: >>>>> Hello STATA users, >>>>> >>>>> I try to use the suest command after estimating two different sets of marginal effects at the mean with mfx2 or margeff from two different probit regressions. I intend to compare the differences between the marginal effects betwenn the two probit regressions whether they differ significantly with Wald tests. For this I first want to use suest to have one set of marginal effects from both probit regressions. Unfortunately the stored marginal effects, as if mfx2 or margeff were estimation commands, provide the following error message >>>>> >>>>> >>>>> . suest unadvised non_bulge_bracket >>>>> unable to generate scores for model unadvised >>>>> suest requires that predict allow the score option >>>>> r(322); >>>>> >>>>> "unadvised" and "non_bulge_bracket" are the names I gave to the stored marginal effects: >>>>> >>>>> probit follow_on_bid industry_experience_deals_A ... if advisory_choice==1 >>>>> margeff, at(mean) replace >>>>> estimates store unadvised >>>>> >>>>> probit follow_on_bid industry_experience_deals_A ... if advisory_choice==2 >>>>> margeff, at(mean) replace >>>>> estimates store non_bulge_bracket >>>>> >>>>> suest unadvised non_bulge_bracket >>>>> >>>>> test [unadvised=non_bulge_bracket], common >>>>> >>>>> test [unadvised]industry_experience_deals_A=[non_bulge_bracket]industry_experience_deals_A >>>>> . .. >>>>> >>>>> With regular probit regression coefficients it works perfectly, but not with the stored marginal effects. Do you have an idea how I can proceed? >>>>> >>>>> Kind regards and thanks for your help >>>>> >>>>> Pascal >>>>> >>>>> >>>>> >>>>> >>>>> freenetMobile - Handytarif des Jahres! >>>>> Für 8 Cent/Min. telefonieren & kostenlos mobil surfen! >>>>> Sichern Sie sich jetzt das Startpaket mit 10 € Startgutgaben unter http://www.freenetmobile.de/topangebot/?pid=10111947014! >>>>> >>>>> >>>>> * >>>>> * 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/ >>>> >>>> * >>>> * 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/ >>>> >>>> >>> >>> >>> * >>> * 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/ > > * > * 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/ -- Tirthankar Chakravarty tchakravarty@ucsd.edu tirthankar.chakravarty@gmail.com * * 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/

**Follow-Ups**:**Re: st: Using suest after mfx2 or margeff - error r(322)***From:*Amanda Fu <mandy.fu1@gmail.com>

**References**:**Re: st: Using suest after mfx2 or margeff - error r(322)***From:*Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>

**Re: st: Using suest after mfx2 or margeff - error r(322)***From:*Amanda Fu <mandy.fu1@gmail.com>

**Re: st: Using suest after mfx2 or margeff - error r(322)***From:*Amanda Fu <mandy.fu1@gmail.com>

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