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Re: st: dbetafit vs margins


From   Cristina Sechel <[email protected]>
To   [email protected]
Subject   Re: st: dbetafit vs margins
Date   Thu, 30 Jan 2014 11:04:49 +0000

Thanks Maarten! Sorry, I should have mentioned the technical details.
Yes, I am using -dbetafit- that is part of the -betafit- package from
the SSC archive. In STATA 12.

Cristina



On 30 January 2014 08:46, Maarten Buis <[email protected]> wrote:
> Note that the Statalist FAQ asks you to specify where you got user
> written software from. There is a good reason for that: There are
> often multiple versions of user written software floating around on
> Statalist, and it is in your interest that we are talking about the
> same thing... I will assume that you are refering to the -dbetafit-
> which is part of the -betafit- package which you downloaded from the
> SSC archive.
>
> -dbetafit- was written for people who have Stata version < 11, and
> thus don't have access to -margins-. So, in your case I would just use
> -margins-. I have been able to replicate the differences you report,
> and I will look into them more when I have time.
>
> -- Maarten (co-author of the -betafit- package)
>
> On Wed, Jan 29, 2014 at 5:46 PM, Cristina Sechel <[email protected]> wrote:
>> I'm using betafit to estimate a model with a proportional dependent
>> variable and I want to obtain various marginal effects. At first I used
>> dbetafit to obtain the marginal effects of the continuous independent
>> variables, but the output shows up in scientific notation and that is
>> problematic for me because most of my estimates are very small and they get
>> cut off.
>>
>> I then decided to use margins because I like the format of the output a lot
>> better and I can see the estimate to many more decimal points. I also like
>> that I can use marginsplot after margins and it's just overall a more
>> versatile command than dbetafit, so I'd rather use margins.
>>
>> But the results of dbetafit and margins do not exactly match and I don't
>> understand why. For continuous variables, the estimates are the same but
>> the standard errors are different. And for dummy variables, the estimates
>> do not match at all. Does anyone know why this is happening?
>>
>> The dbetafit code I used is:
>>
>> dbetafit, at(D1 0 D2 0)
>>
>> The margins code is:
>>
>> margins, dydx(*) at((mean) X1 X2 X3 (zero) D1 D2)
>>
>> where X1, X2, X3 are the continuous independent variables, and D1, D2 are
>> the dummies.
>>
>> Thanks,
>> Cristina
>> *
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>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
> *
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*
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