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
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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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