Re: st: Marginal effects with outreg or estout using the new margins command

[John Luke Gallup <jlgallup@pdx.edu>]

Danielle,

Putting both the coefficient estimates and the marginal effects in the same table is straightforward using -outreg- (which is a different program than -outreg2-, and more recently updated).  Both programs are user-written programs on SSC.

It is just necessary to include the statistics in the -stat- option:

sysuse auto, clear
areg mpg length [aweight=weight], cluster(rep78) absorb(rep78)
margins, eyex(length) atmeans
outreg, stat(b se b_dfdx se_dfdx) bdec(3) nocons

The resulting table is

                              ---------------------
                                           mpg    
                              ---------------------
                               length    -0.187   
                                        (0.029)** 
                                        [-1.809]  
                                         <0.277>  
                               R2         0.68    
                               N           69     
                              ---------------------
                               * p<0.05; ** p<0.01


You can make it look exactly like the table below using the -rtitles- and -bracket- options.

John

On Jul 27, 2013, at 6:08 PM, Danielle Li <danielle-li@kellogg.northwestern.edu> wrote:

> Yes, that works perfectly. Federico, thank you!
> 
> Quick followup--is there a way to get it to output both the
> coefficient estimates and the marginal effects to be below one
> another?  e.g.
> 
>                             (1)
> Main coeff 1          1.3
>                           (0.5)
> Elasticity  1            0.6
>                           (.03)
> 
> Main coeff 2          1.7
>                           (0.8)
> Elasticity  2            0.4
>                           (.02)
> 
> Thanks again,
> Danielle
> 
> 
> On Sat, Jul 27, 2013 at 11:46 AM, Federico Belotti <f.belotti@gmail.com> wrote:
>> Danielle
>> try to add the option -post- to the -margin- command...
>> 
>> Federico
>> 
>> Il giorno 27/lug/2013, alle ore 17:33, Danielle Li <danielle-li@kellogg.northwestern.edu> ha scritto:
>> 
>>> Dear all,
>>> 
>>> I'd like to output marginal effects from a fixed effects regression.
>>> I have tried 4 approaches involving the outreg2, estout, mfx, and
>>> margins commands and none of them work (described below).
>>> 
>>> I would be really grateful if anyone has any ideas.  Ideally, I'd to
>>> report both the coefficients and the marginal effects in the same
>>> output table, but I am also happy to just output the marginal effects
>>> and coefficients into separate tables and combine later.
>>> 
>>> Thanks so much,
>>> Danielle
>>> 
>>> 
>>> 
>>> 1.  Using margins with outreg2
>>> 
>>> areg y x [aweight=weight], cluster(is) absorb(is)
>>> margins, eyex(x) atmeans
>>> outreg2 x using filename, se nolabel bdec(3) rdec(3)  nocons excel
>>> replace margin
>>> 
>>> This command runs without error but when I look at my outreg file,
>>> there are no coefficients reported (e.g. the space where the result is
>>> is just blank)
>>> 
>>> 2.  Using mfx instead of margins
>>> 
>>> areg y x [aweight=weight], cluster(is) absorb(is)
>>> mfx, eyex predict
>>> outreg2 x using filename, se nolabel bdec(3) rdec(3) excel replace mfx
>>> 
>>> This fails because I get this error using mfx
>>> 
>>> mfx, eyex
>>> default predict() is unsuitable for marginal-effect calculation
>>> r(119)
>>> 
>>> Note: any predict option I explicitly try results in the same error.
>>> 
>>> 3.  Using estout with margins
>>> 
>>> eststo raw: areg y x [aweight=weight], cluster(is) absorb(is)
>>> eststo mfx: margins, eyex(x) atmeans
>>> estout raw mfx using filename, replace
>>> 
>>> This runs without error, but eststo raw and eststo mfx end up saving
>>> the same output even though, when I run the margins, command, stata
>>> successfully reports elasticities that are different from the
>>> coefficients in the areg step. So I get two columns with the same
>>> information.
>>> 
>>> 4.  All of the above with xtreg instead of areg. I get the same error
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