Cluster support for the new lasso suite of commands would be really helpful.
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webuse lbw qui probit low age lwt i.race margins, dydx(*) post est sto est1 qui probit low age lwt smoke i.race margins, dydx(*) post est sto est2 est table est*
. est table est* ---------------------------------------- Variable | est1 est2 -------------+-------------------------- age | -.0053738 -.00460836 lwt | -.00283621 -.00242849 | race | black | .21613804 .24743497 other | .0879782 .18158954 | smoke | .20759631 ----------------------------------------
webuse lbw xi: dprobit low age lwt smoke i.race qui probit low age lwt smoke i.race margins, dydx(*) atmeans
. xi: dprobit low age lwt smoke i.race i.race _Irace_1-3 (naturally coded; _Irace_1 omitted) Iteration 0: log likelihood = -117.336 Iteration 1: log likelihood = -107.2184 Iteration 2: log likelihood = -107.02541 Iteration 3: log likelihood = -107.02511 Probit regression, reporting marginal effects Number of obs = 189 LR chi2(5) = 20.62 Prob > chi2 = 0.0010 Log likelihood = -107.02511 Pseudo R2 = 0.0879 ------------------------------------------------------------------------------ low | dF/dx Std. Err. z P>|z| x-bar [ 95% C.I. ] ---------+-------------------------------------------------------------------- age | -.0049427 .0070335 -0.70 0.483 23.2381 -.018728 .008843 lwt | -.0026047 .00128 -2.02 0.043 129.82 -.005113 -.000096 smoke*| .2277838 .0785581 2.89 0.004 .391534 .073813 .381755 _Irace_2*| .2837575 .1194391 2.43 0.015 .137566 .049661 .517854 _Irace_3*| .2027655 .0879829 2.33 0.020 .354497 .030322 .375209 ---------+-------------------------------------------------------------------- obs. P | .3121693 pred. P | .2912381 (at x-bar) ------------------------------------------------------------------------------ (*) dF/dx is for discrete change of dummy variable from 0 to 1 z and P>|z| correspond to the test of the underlying coefficient being 0 . . qui probit low age lwt smoke i.race . . margins, dydx(*) atmeans Conditional marginal effects Number of obs = 189 Model VCE : OIM Expression : Pr(low), predict() dy/dx w.r.t. : age lwt smoke 2.race 3.race at : age = 23.2381 (mean) lwt = 129.8201 (mean) smoke = .3915344 (mean) 1.race = .5079365 (mean) 2.race = .1375661 (mean) 3.race = .3544974 (mean) ------------------------------------------------------------------------------ | Delta-method | dy/dx Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | -.0049427 .0070335 -0.70 0.482 -.0187281 .0088427 lwt | -.0026047 .00128 -2.03 0.042 -.0051134 -.0000959 smoke | .2226555 .0763592 2.92 0.004 .0729942 .3723168 | race | black | .2637562 .1141854 2.31 0.021 .039957 .4875554 other | .1924147 .0829444 2.32 0.020 .0298466 .3549827 ------------------------------------------------------------------------------ Note: dy/dx for factor levels is the discrete change from the base level.
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