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From |
Ebru Ozturk <ebru_0512@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Obtaining marginal effects and their standard errors after estimations with interactions |

Date |
Fri, 4 Jan 2013 19:24:52 +0200 |

It's not that hard, just you need to be careful. Stata 10 is the only choice for me. I just need an example that inludes a few more independent and control variables. Ebru ---------------------------------------- > From: richardwilliams.ndu@gmail.com > Date: Fri, 4 Jan 2013 11:56:50 -0500 > Subject: Re: st: Obtaining marginal effects and their standard errors after estimations with interactions > To: statalist@hsphsun2.harvard.edu > > I hate trying to do something like this by hand. Too much room for > error. Can't you tell whoever you work for that you can't be expected > to work under such primitive inhumane conditions and you need Stata > 12? > > You might check out the user-written -inteff- command and see if it > helps. -margeff- is another user-written command that has various > advantages over -mfx-. > > Sent from my iPad > > On Jan 4, 2013, at 11:33 AM, Ebru Ozturk <ebru_0512@hotmail.com> wrote: > > > Thank you, I use Stata 10 therefore I asked this question. I just wonder when we have more independent or control variables how do we adjust the given equations on this link: http://www.stata.com/support/faqs/statistics/marginal-effects-after-interactions/ > > > > Kind regards > > Ebru > > > > ---------------------------------------- > >> Date: Fri, 4 Jan 2013 09:32:25 -0500 > >> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu > >> From: richardwilliams.ndu@gmail.com > >> Subject: Re: st: Obtaining marginal effects and their standard errors after estimations with interactions > >> > >> At 03:17 PM 1/3/2013, Ebru Ozturk wrote: > >> > >>> Dear All, > >>> > >>> On Stata FAQs' page, there are some given examples for Probit > >>> estimation with interaction effects for Stata 10 titled as "I am > >>> using a model with interactions. How can I obtain marginal effects > >>> and their standard errors?" and the link is: > >>> http://www.stata.com/support/faqs/statistics/marginal-effects-after-interactions/ > >>> > >>> Do you think this way is still applicable to Probit estimation? and > >>> Is the below command correct when we have other independent or > >>> control variables? > >> > >> I don't know if you did it right or not, but if you have Stata 11 or > >> higher why not use -margins-, e.g. > >> > >> sysuse auto, clear > >> probit foreign weight length c.weight#c.length, nolog > >> margins, dydx(*) > >> > >>> local xb _b[weight]*`meanwei' + _b[len]*`meanlen' + > >>> _b[wl]*`meanwei'*`meanlen' + _b[C1]*C1+_b[C2]*C2 + _b[_cons] // if > >>> more variables // > >>> > >>> /////// example ///////// > >>> > >>> sysuse auto, clear > >>> generate wl=weight*length > >>> probit foreign weight length wl, nolog > >>> quietly summarize weight if e(sample) > >>> local meanwei = r(mean) > >>> quietly summarize length if e(sample) > >>> local meanlen = r(mean) > >>> > >>> local xb _b[weight]*`meanwei' + _b[len]*`meanlen' + > >>> _b[wl]*`meanwei'*`meanlen' + _b[_cons] > >>> predictnl dydw = normalden(`xb')*(_b[weight]+ _b[wl]*`meanlen') in 1, se(sew) > >>> list dydw sew in 1 > >>> > >>> predictnl dydl = normalden(`xb')*(_b[len]+ _b[wl]*`meanwei') in 1, se(sel) > >>> list dydl sel in 1 > >>> > >>> predictnl dydlw =normalden(`xb')*(-(`xb'))*(_b[weight]+ > >>> _b[wl]*`meanlen')*(_b[len]+ _b[wl]*`meanwei') + normalden(`xb')*( > >>> _b[wl]) in 1, se(selw) > >>> list dydlw selw in 1 > >>> > >>> Ebru > >> > >> ------------------------------------------- > >> 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 > >> > >> * > >> * For searches and help try: > >> * http://www.stata.com/help.cgi?search > >> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Obtaining marginal effects and their standard errors after estimations with interactions***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**References**:**st: Obtaining marginal effects and their standard errors after estimations with interactions***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Obtaining marginal effects and their standard errors after estimations with interactions***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**RE: st: Obtaining marginal effects and their standard errors after estimations with interactions***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Obtaining marginal effects and their standard errors after estimations with interactions***From:*Richard Williams <richardwilliams.ndu@gmail.com>

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