Hi all,
I'm using 3SLS regression model to estimate "Farm-Nonfarm-Poverty Linkages" for a decade among major Indian states. Being a beginner in modelling, i could estimate coefficients of different equations. Using stata-12, i've estimated the model through the syntax below.
- reg3 (Equation-1)(Equation-2)(Equation-3)(Equation-4), 3sls
It will be of great help if some guidance can be offered to estimate marginal effects of different equations in the system.
Thanx.
Hi, U need to use mfx command to calculate the marginal effect. This is a link may be help you : http://www.stata.com/support/faqs/statistics/marginal-effects-methods/ .
http://www.stata.com/support/faqs/statistics/marginal-effects-methods/
Dear, You can calculate the marginal impact of each factor by the following equation such as sums of squeezes square/ total sums of square. further details please see 'Basic Econometrics" author Damoder N. Gujarati, pp250, 3rd edition
As you have 4 equations, I assume that you have for endogenous variables. Get the reduced form equations and take derivative wrt variable of interest. That will give you the marginal effect. If you are looking for the value of marginal effect use:
margins, dydx(variable of interest)
You can also use some other option such as at mean.
Hi Saleh Mamun,
Thanx. Is the "margins" syntax same for single and simultaneous equations estimation?
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