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st: RE: Re: Marginal effects after ivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: Marginal effects after ivreg2
Date   Thu, 26 Dec 2013 13:02:16 +0000

Jana,

-ivreg2- doesn't (yet - we really need to add this in!) support -margins-.  But an easy workaround is to use -nlcom- with -ivreg2-.

Below is an example of how to use -nlcom- to mimic -margins- to calculate marginal effects and CIs when you have an interaction.

HTH,
Mark

sysuse auto, clear
gen mpgturn=mpg*turn
regress price mpg turn mpgturn
qui sum turn, meanonly
nlcom _b[mpg] + _b[mpgturn]*(`r(mean)')
qui sum mpg, meanonly
nlcom _b[turn] + _b[mpgturn]*(`r(mean)')
regress price mpg turn c.mpg#c.turn
margins, atmeans dydx(*)

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Jana von Stein
> Sent: 26 December 2013 01:59
> To: <statalist@hsphsun2.harvard.edu>
> Subject: st: Re: Marginal effects after ivreg2
> 
> Hello,
> 
> I need to run margins (or calculate marginal effects with ci's) after ivreg2. I
> have an endogenous interaction and want to calculate the marginal effect (w/
> ci's) after ivreg2. Does anyone know how to do this? Margins did not seem to
> work after ivreg2.
> 
> Thanks, and happy holidays.
> Jana
> 
> 
> 
> 
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