Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • how to predict count response in margins after gmm

    Hello,

    I conducting a Poisson regression using panel data and want to graph using MARGINSPLOT the effects of a 3-way interaction on a count outcome. My plot indicates negative predicted outcomes and I suspect that this occurs since the default prediction from GMM is the linear prediction (xb). What I want on the y-axis are predicted counts (not the linear prediction). If I were using POISSON, I know I could specify a predict(n) option in MARGINS. I'm unsure, however, what to do after GMM and could use some help.

    My simplified code is the following:

    gmm (f.numdrug - exp({xb: stockgap c.rdint c.fdi3##c.simvar##c.numdrug3 totalli lnlocus5 size init }+{b0})) , ///
    instruments( `inst2' stockgap c.rdint c.fdi3##c.simvar##c.numdrug3 totalli lnlocus5 size init , cons ) twostep vce(cluster firm )
    (note this model is overidentified by including additional instruments included in `inst2')

    quietly margins, at(fdi3=(278148(300000)1497133) simvar=(0 .7) numdrug3=(0 3) ) atmeans predict(norm(xb()))
    marginsplot, plot1opts(lpattern(dash) lwidth(thick)) plot2opts(lpattern(longdash) lwidth(thick)) ///
    noci title("c.simchange1##c.fdi3#numdrug3 ") name(fdidrug3, replace) graphregion(fcolor(white)) xtitle("fdi3") ytitle("numdrug" )

    Does anyone have suggestions on how to plot predicted counts after GMM?

    Thanks in advance,
    Ed

  • #2
    As a follow up to my previous post, please ignore the "predict(norm(xb()))" in the margins command. I know this is an error

    Comment

    Working...
    X