Reputation: 21
I'm estimating a regular probit
model in Stata and using the margins
command to calculate the marginal effects.
I'm trying to illustrate the change in effects when treating the dummy variables as continuous in my estimate as opposed to treating them as a discrete change from 0 to 1.
probit dead dmage dmeduc i.dmar i.foreignb i.mblack i.mhispan i.motherr agesq i.tobacco i.alcohol
margins, dydx(alcohol tobacco) // treating the discrete variables
margins, dydx(alcohol tobacco) continuous
According to the documentation the margins
command stores the estimates using the e()
. However when I try and save the estimates after using the margins
command, regardless of whether I use
return list
ereturn list
it just returns the saved post estimation results from my probit
model and not from the margins
command.
How do I store the marginal effects values and then put them in a table to show the comparison?
Upvotes: 2
Views: 14578
Reputation: 2694
The documentation of margins
says that the results are returned in e() if you specify the post
option. So here is an example that does what you want:
sysuse auto, clear
gen byte good = rep78 > 3 if !missing(rep78)
probit good i.foreign price
margin , dydx(foreign) post
est store indicator
probit good foreign price
margins , dydx(foreign) post
est store continuous
est table indicator continuous, se
Upvotes: 8