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Re: st: RE: Re: Marginal effects after ivreg2


From   Suyin Chang <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: RE: Re: Marginal effects after ivreg2
Date   Tue, 14 Jan 2014 01:18:54 -0500

Dears Jana and Mark,

Very interesting question, followed by a promising reply.
However, I would like to ask two quick follow-up questions, if I may.

The first problem is I don't get how to mimic -margins- with -nlcom-
after ivreg2 in case we want a linear plot. For instance, how to mimic
something like margins, dydx(mgp) at(turn=(start(by)end)), where start
is the first value and end is the last value of the variable turn to
be considered? That appears to me as something less intuitive to
achieve.

And the second thing is to ask if there is a way to easily plot those
results such as marginsplot does with margins saved output.

Any suggestions would be very much appreciated, as I am facing the
same need as Jana in the original question, i.e. I need to generate a
marginal effects plot for an interaction between the endogenous
explanatory variable and a exogenous explanatory variable (both
continuous).

Thanks,

Suyin





2013/12/26 Schaffer, Mark E <[email protected]>:
> 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: [email protected] [mailto:owner-
>> [email protected]] On Behalf Of Jana von Stein
>> Sent: 26 December 2013 01:59
>> To: <[email protected]>
>> 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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