Timeline for After running a probit, how can I generate the margins for the whole distribution?
Current License: CC BY-SA 4.0
10 events
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| Oct 24, 2020 at 0:15 | vote | accept | Pablo Derbez | ||
| Oct 19, 2020 at 2:16 | answer | added | Pablo Derbez | timeline score: 2 | |
| Oct 18, 2020 at 23:10 | comment | added | dimitriy | You can provide your own answer on this site and accept it. I would love to see that on a toy example, as I can't seem to get it to work. | |
| Oct 18, 2020 at 3:22 | comment | added | Pablo Derbez | Also you can post your answer and I will mark it as solved, that turned out to be the main issue. | |
| Oct 18, 2020 at 3:19 | comment | added | Pablo Derbez |
Thanks! I'm not sure I understood your question but I think I've found a solution to the derivatives issue: After running margins, xb(income_1 income_2) gen(me) it generates me1 and me2. These are the marginal effects wrt the variable transformed according to fp (i.e. raised to some power) so by the chain rule the marginal effect with respect to the non transformed variable should be me1*dydx where dydx is the derivative of the transformed variable wrt to the original. I wrote some code to do that, if you're interested I can post it.
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| Oct 18, 2020 at 1:59 | comment | added | dimitriy |
Try help undocumented to see the other goodies. Can I ask how you specify the derivative with respect to the fp-ized variable?
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| Oct 18, 2020 at 1:28 | comment | added | Pablo Derbez |
That does seem to do the trick regarding storing the marginal effects! I read the documentation for margins all over and couldn't find that! Thanks!
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| Oct 18, 2020 at 1:12 | comment | added | dimitriy |
margins has a badly documented gen(me_income) option. Does that do the trick for storing the marginal effects (rather than just their average)?
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| Oct 18, 2020 at 1:02 | history | edited | Pablo Derbez |
edited tags
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| Oct 18, 2020 at 0:38 | history | asked | Pablo Derbez | CC BY-SA 4.0 |