CODEWITHSUNDEEP
regressionstata
Nourhan
Nourhan

Reputation: 11

Recording marginal effects in Stata instead of coefficients in a regression table

I need to save the marginal effects of the below models in a table using estout or outreg. The commands i use below only save the coefficients in the table and not the marginal effect. I have been trying a lot and nothing is working 

sysuse auto

reg price mpg rep78 foreign, robust
margins, dydx(*)
estimates store m1, title(Model 1)

tobit price mpg rep78 foreign, 11(0)
margins, dydx(*) predict (ystar(0,.) )
estimates store m2, title(Model 2)

probit price mpg rep78 foreign
margins, dydx(*)
estimates store m3, title(Model 3)

truncreg price mpg rep78 foreign
margins, dydx(*) predict(e(0,.))
estimates store m4, title(Model 4)

estout m1 m2 m3 m4 , cells(b(star fmt(3)) se(par fmt(2)))

Upvotes: 0

Views: 4661

Answers (1)

Roberto Ferrer
Roberto Ferrer

Reputation: 11112

I give an example showing what you ask for. However, beware that

in the linear regression model, the marginal effect equals the relevant slope coefficient (https://www3.nd.edu/~rwilliam/stats/Margins01.pdf)

So you might be getting correct results. (I'm not able to run your code without bumping to an error not related to your original query.)

The example contains a linear and a non-linear model to emphasize the last point:

clear all
set more off

*----- example data -----

*from http://repec.org/bocode/e/estout/advanced.html
sysuse auto

generate reprec = (rep78 > 3) if rep78 < .

*----- what you want -----

eststo clear

regress foreign mpg reprec
margins, dydx(*) post
eststo modreg

logit foreign mpg reprec
margins, dydx(*) post
eststo modlog

esttab, se mtitles title(Marginal effects)

Upvotes: 3

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