margins, saving(), and test

[Andy Grogan-Kaylor]

Hello, I am using multilevel logistic regression (melogit) in a large data set (1/2 million observations). margins takes a long time to run after melogit.

Thanks to this forum, I know that margins has an undocumented saving() option. I also know that marginsplot can "use" those stored results.

However, is there a way to load the saved margins results so that I can use them with a test command?

Here is a short example.

use http://www.stata-press.com/data/r15/margex, clear

logit outcome sex##c.age i.group

margins sex, at(age = (20 30 40 50 60)) saving(mymargins.dta, replace)

marginsplot using mymargins.dta // works

Is there a way to use the "test" command with the saved margins to test different margins against each other?

Thank you very much for any thoughts you might have.

[Dimitriy V. Masterov]

You can post the output of margins and the VCE as an estimation result, save it, and then open it later to produce the plot and conduct the hypothesis test:

use http://www.stata-press.com/data/r15/margex, clear
logit outcome sex##c.age i.group
margins sex, at(age = (20 30 40 50 60)) post // coefl
estimates save "sex_margins.dta", replace
estimates clear
estimates use "sex_margins.dta"
marginsplot
test _b[1._at#0.sex] =  _b[2._at#0.sex]

[Andy Grogan-Kaylor]

Thanks! Super helpful. I appreciate this. Will be trying it out over the weekend, or next week. -Andy