[Gretl-users] Logit: Conditional marginal effects+S.E.
Artur T.
artur.tarassow at googlemail.com
Wed Nov 2 15:54:35 EDT 2016
Dear Oleh,
thanks for this. Your project sounds very ambitious! I got an example
from Claudia Pigini which I'll try first.
But if you need some people testing your package, just let me know!
Best,
Artur
Am 02.11.2016 um 18:21 schrieb oleg_komashko at ukr.net:
> A am working a new package which
> can deal with functions of indepenndent
> variables, discrete variables
> Also there ia a function for CI
> Currenly it can deal with linear models
> olsl, wls ,hsk tsls etc.
> binary and ordered logit probit and
> poisson negbin
> I can send prerelease version
> The bug info also can be useful for me
> A fairly small package, now only
> about 4000 lines
>
> Oleh
>
>
>
> 2 листопада 2016, 18:02:04, від "Artur T."
> <artur.tarassow at googlemail.com <mailto:artur.tarassow at googlemail.com>>:
>
> Dear all,
>
> I am just preparing lecture notes for Logit exercises. STATA is the
> default software used in teaching. However, usually I also provide
> gretl examples to the students.
>
> I want to compute the conditional marginal effects of x on the binary
> variable y over a range of x-values; not just at the mean. For this I am
> using Allin's "lp-mfx" function -- which works just fine -- in a loop
> (see the example below).
>
> However, is there is an easy way (without manipulating Allin's package)
> to replicate Stata's marginsplot() command which also reports confidence
> intervals? See here:
> http://www.ats.ucla.edu/stat/stata/faq/margins_graph12.htm
>
> Thanks,
> Artur
>
>
> <hansl>
> set echo off
> set messages off
>
> open keane.gdt -q
> include lp-mfx.gfn
>
> logit manuf const lwage
> #bundle b = binary_mfx(lwage, $xlist, $coeff, $vcv, $sample,1)
> #lp_mfx_print(&b)
>
> matrix xeduc = seq(0,max(educ),1)'
> matrix x = ones(rows(xeduc),1)~xeduc
> matrix dp_dx = zeros(rows(x),1)
> loop i=1..rows(x) -q
> dp_dx[i] = binary_dp_dx($coeff, $xlist, x[i,], 1)
> endloop
> matrix mplot = dp_dx ~ xeduc
> gnuplot 1 2 --matrix=mplot --with-lines --fit=none --output=display \
> { set arrow from 50,graph(0,0) to 50,graph(1,1) nohead ; \
> set title 'Conditional marginal effects of lwage' ; \
> set ylabel 'Effects on Pr(manuf)' ; \
> set xlabel 'lwage'; }
> </hansl>
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>
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