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Predictive Margins and Marginal Effects in Stata

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  • Ben Jann

    (University of Bern)

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Abstract

Tables of estimated regression coefficients, usually accompanied by additional information such as standard errors, t statistics, p-values, confidence intervals, or significance stars, have long been the preferred way of communicating results from statistical models. In recent years, however, the limits of this form of exposition have been increasingly recognized. For example, interpretation of regression tables can be very challenging in the presence of complications such as interaction effects, categorical variables, or nonlinear functional forms. Furthermore, while these issues might still be manageable in the case of linear regression, interpretational difficulties can be overwhelming in nonlinear models (for example, logistic regression). To facilitate sensible interpretation of these models, one must often compute additional results such as marginal effects, predictive margins, or contrasts. Moreover, smart graphical displays of results can be very valuable in making complex relations accessible. A number of helpful commands geared at supporting these tasks have been recently introduced in Stata, making elaborate interpretation and communication of regression results possible without much extra effort. Examples of these commands are margins, contrasts, and marginsplot. In my talk, I will discuss the capabilities of these commands and present a range of examples illustrating their use.

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File URL: http://fmwww.bc.edu/RePEc/dsug2013/jann_DESUG13.pdf
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File URL: http://fmwww.bc.edu/RePEc/dsug2013/vignettes.dta
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Bibliographic Info

Paper provided by Stata Users Group in its series German Stata Users' Group Meetings 2013 with number 11.

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Date of creation: 03 Jul 2013
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Handle: RePEc:boc:dsug13:11

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Web page: http://www.stata.com/meeting/germany13/
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  1. Bill Rising, 2012. "How to get an edge with margins and marginsplot," United Kingdom Stata Users' Group Meetings 2012 05, Stata Users Group.
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