Predictive Margins and Marginal Effects in Stata

Ben Jann

German Stata Users' Group Meetings 2013 from Stata Users Group

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.

Date: 2013-07-03
New Economics Papers: this item is included in nep-for
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http://fmwww.bc.edu/RePEc/dsug2013/jann_DESUG13.pdf (application/pdf)
http://fmwww.bc.edu/RePEc/dsug2013/vignettes.dta (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:dsug13:11

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