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  • Confidence Intervals for Pairwise Comparisons of Average Marginal Effects

    Hi, when using the following commands:

    asdoc regress lnincome i.race age age_squared i.region i.highestqualification i.fulltime_parttime i.occupation i.marital race##c.dependentchildren i.wave, cluster(pidp), if sex==2

    asdoc margins race , dydx(dependentchildren) pwcompare

    When showing the output of the pwcompare command, only confidence intervals, but not p-values are shown. Therefore, can this be done with p-values, to show if the co-efficients of the pairwise comparisons of the margins from the interaction term are statistically significant? If so how would the second line of code be adapted?

    Thanks

  • #2
    Please post a sample of your data using dataex (from SSC) and the actual code you used to estimate the marginal effects. This will give us some ideas of what problem are you facing and what possible solution can be articulated to solve that problem.
    Regards
    --------------------------------------------------
    Attaullah Shah, PhD.
    Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
    FinTechProfessor.com
    https://asdocx.com
    Check out my asdoc program, which sends outputs to MS Word.
    For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

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    • #3
      I have the same issue, how can I know whether the contrast is significant or not?
      Click image for larger version

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      • #4
        Re-running the -margins- command as -margins female, dydx(muslim) pwcompare(effects)- will expand the results to include a p-value.

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