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Re: st: How to store marginal effect value after using margin command?
From
William Buchanan <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: How to store marginal effect value after using margin command?
Date
Sat, 8 Jun 2013 17:20:52 -0700
If you're using the - margins - command, the - post - option is clearly documented in the help file. Additionally, the Statalist FAQ suggests looking through the documentation as a good first step prior to querying the list. If this isn't the answer that you were looking for it may be a good idea to be more explicit about your end goal.
HTH,
Billy
Sent from my iPhone
On Jun 8, 2013, at 16:54, Vũ Võ <[email protected]> wrote:
> Dear Sergiy,
>
> Thank you for your message. Probably, you misunderstand my question
> nor I am clear in raising a question.
>
> For example:
>
> sysuse auto, clear
>
> reg price price wgt mpg c.wgt#c.wgt c.mpg#c.mpg c.wgt#c.mpg
>
>
> Source | SS df MS Number of obs = 74
> -------------+------------------------------ F( 5, 68) = 12.84
> Model | 308384833 5 61676966.6 Prob > F = 0.0000
> Residual | 326680563 68 4804125.93 R-squared = 0.4856
> -------------+------------------------------ Adj R-squared = 0.4478
> Total | 635065396 73 8699525.97 Root MSE = 2191.8
>
> ------------------------------------------------------------------------------
> price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> weight | -31.88985 9.148215 -3.49 0.001 -50.14483 -13.63487
> mpg | -3549.495 1126.464 -3.15 0.002 -5797.318 -1301.672
> |
> c.weight#|
> c.weight | .0034574 .0008629 4.01 0.000 .0017355 .0051792
> |
> c.mpg#c.mpg | 38.74472 12.62339 3.07 0.003 13.55514 63.93431
> |
> c.weight#|
> c.mpg | .5421927 .1971854 2.75 0.008 .1487154 .9356701
> |
> _cons | 92690.55 25520.53 3.63 0.001 41765.12 143616
> ------------------------------------------------------------------------------
>
> So, I would like to calculate the marginal effects of weight and mpg
> on price by using command:
> margins, dydx(weight mpg)
>
> and get ->
>
> Average marginal effects Number of obs = 74
> Model VCE : OLS
>
> Expression : Linear prediction, predict()
> dy/dx w.r.t. : weight mpg
>
> ------------------------------------------------------------------------------
> | Delta-method
> | dy/dx Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> weight | .5360966 .6516553 0.82 0.411 -.7411243 1.813318
> mpg | -262.0502 103.681 -2.53 0.011 -465.2612 -58.83919
> ------------------------------------------------------------------------------
>
>
> My question is how to obtain or store in to scalar or whatever in
> stata values of 0.5360966 and -262.0502 in the above table?
>
> If i use mfx , after that using matrix list e(b) as you suggested, it
> will give me coefficients of the regression. To some extent, it can
> say that these are marginal effets, but not what I would like to
> obtain.
>
> Any suggestion are highly appreciated. Thanks
>
> Vu
>
> On 9 June 2013 00:07, Sergiy Radyakin <[email protected]> wrote:
>> type either 'return list' or 'ereturn list' (depending on the command)
>> to see which results are saved after these commands. From what you
>> describe you are interested in matrices r(b) and e(b)
>>
>> sysuse auto, clear
>> generate lp=log(price)
>> regress lp weight length headroom mpg
>> mfx
>> matrix list e(b)
>>
>> Best, Sergiy
>>
>> On Sat, Jun 8, 2013 at 4:50 PM, Vũ Võ <[email protected]> wrote:
>>> Hi everyone,
>>>
>>> I am writing a code in do file to calculate the marginal effect of x
>>> on y (log-linear model)
>>>
>>> The function form as following:
>>>
>>> Ln(Y) = a0 + a1*X + a2*X^2 + e ----> Y = exp(a0 + a1*X + a2*X^2)
>>>
>>> So, dY/dX = (a1 + 2*a2*X)*exp(a0 + a1*X + a2*X^2) eq(1)
>>>
>>> If I run the regression by command line as:
>>>
>>> reg lnY x c.x#c.x
>>>
>>> after that using margins command:
>>>
>>> margins, dydx(x).
>>>
>>> I will obtain the marginal effect of x on Ln(Y): (a1 + 2*a2*X).
>>>
>>> How can I calculate the dY/dX as in eq(1) by using the do file, not
>>> calculating manually?
>>>
>>>
>>> 2. Second question is:
>>>
>>> If I use command margins, predict(p) and obtain the results as following:
>>>
>>> Marginal effects after hetprob
>>> y = Pr(y) (predict, p)
>>> = .54284206
>>> ------------------------------------------------------------------------------
>>> variable | dy/dx Std. Err. z p>|z| [ 95% C.I. ] X
>>> ---------+--------------------------------------------------------------------
>>> x | .3704576 .03237 11.44 0.000 .307015 .4339 .020114
>>> xhet | -.0736092 .02423 -3.04 0.002 -.121095 -.026124 .502716
>>> off1 | (offset1) 1.00516
>>> off2 | (offset2) 1.09709
>>> ------------------------------------------------------------------------------
>>>
>>> The question is how to store the marginal effects value, say in this
>>> case is 0.3704576,
>>>
>>> in the scalar in stata?
>>>
>>>
>>> Thank you so much.
>>>
>>> Vo Duc Hoang Vu
>>> *
>>> * 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/
>
>
>
> --
>
> Vo Duc Hoang Vu
> Faculty of Development Economics
> University of Economics HCMC
> 1 A Hoang Dieu Street
> Phu Nhuan Dist. Ho Chi Minh
> Vietnam
> Tel: +84 94 550 22 77 (VN); +31 624 63 29 45 (NL)
> Fax: +84 8 38477948 (VN)
> E-mail:[email protected]
> http://www.voduchoangvu.net
>
> *
> * 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/
*
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