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COEFCONV: Stata module to compute comprehensive marginal effects from regression slope coefficients

Author

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  • Noman Arshed

    (Sunway Business School, Sunway University)

Programming Language

Abstract

coefconv computes 23+ marginal effect types for every predictor in the most recently estimated regression model. It draws all inputs from Stata's e() results (slopes, variable names, estimation sample) plus live descriptive statistics (summarize, _pctile, correlate) so no separate data-preparation step is needed. coefconv is designed to run immediately after regress, ivregress, areg, or xtreg. It will also run after non-linear estimators but will warn that linear-slope marginal effects are approximations in those cases.

Suggested Citation

  • Noman Arshed, 2026. "COEFCONV: Stata module to compute comprehensive marginal effects from regression slope coefficients," Statistical Software Components S459660, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459660
    Note: This module should be installed from within Stata by typing "ssc install coefconv". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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    File URL: http://fmwww.bc.edu/repec/bocode/c/coefconv.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/c/coefconv.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/c/coefconv_plot.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/coefconv_examples.do
    File Function: sample do-file
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    File URL: http://fmwww.bc.edu/repec/bocode/c/coefconv_manual.pdf
    File Function: documentation
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