Using the Margins Command to Estimate and Interpret Adjusted Predictions and Marginal Effects

Richard Williams ()
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Richard Williams: University of Notre Dame

CHI11 Stata Conference from Stata Users Group

Abstract: As Long & Freese show, it can often be helpful to compute predicted/expected values for hypothetical or prototypical cases. Stata 11 introduced new tools for making such calculations – factor variables and the margins command. These can do many of the things that were previously done by Stata’s own adjust and mfx commands, as well as Long & Freese’s spost9 commands like prvalue. Unfortunately, the complexity of the margins syntax, the daunting 50 page reference manual entry that describes it, and a lack of understanding about what margins offers over older commands may have dissuaded researchers from using it. This paper therefore shows how margins can easily replicate analyses done by older commands. It demonstrates how margins provides a superior means for dealing with interdependent variables (e.g. X and X^2; X1, X2, and X1 * X2; multiple dummies created from a single categorical variable), and is also superior for data that are svyset. The paper explains how the new asobserved option works and the substantive reasons for preferring it over the atmeans approach used by older commands. The paper primarily focuses on the computation of adjusted predictions but also shows how margins has the same advantages for computing marginal effects.

Date: 2011-07-20
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Citations: View citations in EconPapers (13)

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