Vector of variable names inside an expression - what's the correct syntax?

[Antti Simola]

Hi,

I am trying to replicate this CRE probit model discussed in here:

https://www.statalist.org/forums/forum/general-stata-discussion/general/1346297-average-marginal-effects-from-chamberlain-mundlak-device-cre

I would like to include several variables for which to compute margins. E.g. what would be equivalent for 'lhinc' and 'kids':

margins, dydx(lhinc kids) force

I tried this:

margins, expression(normalden(xb()*(1/sqrt(1 + e(sigma_u)^2)))*(_b[lhinc kids])*(1/sqrt(1 + e(sigma_u)^2))) force

but that does not work. Any ideas?

[Rebecca Water]

Replying to the heading of your post, you can recall several variables with a local.
E.g.

local variables hiv kcal
sum `variables'

Variable | Obs Mean Std. Dev. Min Max
-------------+---------------------------------------------------------
hiv | 3,808 1.951523 4.340811 .1 28.4
kcal | 2,895 137.7782 118.5634 1 744

[Antti Simola]

Thanks Rebecca!

I know that. That's what I originally had. It didn't work and the error message would be: "hivkcal invalid name (r198)".

By inserting the variable names separately like I had in my example, I would get: "[hiv kcal] not found (r111)".

My guess is that expression function requires some special syntax, which I have not been able to figure out yet.

Antti