I am working on a panel of 36 countries over a period 1990-2018 and l want to compute marginal effects for the various regression models employed(OLS, RE, FE and system GMM) using STATA. Anytime l run the marginal effects in stata with the commands....."margins, dydx" or "margins atmeans", the coefficients for the marginal effects are the same as those of the original regression coefficients. I learnt l must consider conduit variables.
Please, l need your help on how to compute marginal effects in stata.
After an estimation, the command mfx calculates marginal effects. A marginal effect of an independent variable x is the partial derivative, with respect to x, of the prediction function f specified in the mfx command’s predict option. If no prediction function is specified, the default prediction for the preceding estimation command is used. This derivative is evaluated at the values of the independent variables specified in theat option of the mfx command; if no values are specified, it is evaluated at the default values, which are the means of the independent variables. If there were any offsets in the preceding estimation, the derivative is evaluated at the means of the offset variables.
The derivative is calculated numerically by mfx, meaning that it approximates the derivative by using the following formula with an appropriately small h
Further u can follow the following link for detailed discussion and stata commands for marginal effects...
https://www.stata.com/support/faqs/statistics/marginal-effects-methods/
Dear Zormelo Charles
I find this link useful : https://www.statalist.org/forums/forum/general-stata-discussion/general/1377268-calculating-marginal-effects-from-a-fixed-effects-regression
Hope this helps.
Regards
Hi Zormelo Charles, I am facing the same issue i.e. coefficients of marginal effect and original regression are coming out to be same . Can you please share, how you solved this issue?
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