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131 lines
5.0 KiB
Plaintext
9 months ago
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help for ^prchange^ - 2Nov2005
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Discrete and marginal change for regression models for categorical and
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count variables
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------------------------------------------------------------------------------
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^prchange^ [varlist] [^if^ exp] [^in^ range] [, ^x(^variables_and_values^)^
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^r^est^(^stat^)^ ^o^utcome^(^#^)^ ^f^romto ^b^rief ^noba^se ^nola^bel ^h^elp
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^all^ ^unc^entered ^d^elta^(^#^)^ ^con^ditional]
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where
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^variables_and_values^ is an alternating list of variables and either
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numeric values or mean, median, min, max, upper, lower, previous
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^stat^ is either mean, median, min, max, upper, lower, previous, grmean
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(group mean), grmedian, grmin, grmax
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Description
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-----------
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^prchange^ computes discrete and marginal change for regression models for
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categorical and count variables. Marginal change is the partial derivative
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of the predicted probability or predicted rate with respect to the
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independent variables. Discrete change is the difference in the predicted
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value as one independent variable changes values while all others are held
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constant at specified values.
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By default, the discrete and marginal change is calculated holding all other
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variables at their mean. Values for specific independent variables can be
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set using the x() option after ^prchange^. For example, to compute predicted
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values when educ is 10 and age is 30, type ^prchange, x(educ=10 age=30)^.
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Values for the unspecified independent variables can be set using the rest()
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option, e.g., ^prchange, x(educ=10 age=30) rest(mean)^. The ^if^ and ^in^
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conditions specify conditions for computation of means, min, etc., that are
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used with rest().
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The discrete change is computed when a variable changes from its minimum to
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its maximum (Min->Max), from 0 to 1 (0->1), from its specified value minus
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.5 units to its specified value plus .5 (-+1/2), and from its specified
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value minus .5 standard deviations to its value plus .5 standard deviations
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(-+sd/2).
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The command works with cloglog, cnreg, intreg, logit, mlogit, mprobit, nbreg,
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ologit, oprobit, poisson, probit, regress, slogit, tobit, zinb, zip, ztnb,
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and ztp.
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Options
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-------
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^x()^ explicitly sets the values of specified independent variables.
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^rest()^ sets the independent variables not specified in x() to their ^mean^
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(default), ^minimum^, ^maximum^, ^median^ when calculating predicted values.
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^grmean^ sets these independent variables to the mean conditional on the
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variables and values specified in x(). If ^prvalue^ has already been run
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after the last estimate, ^previous^ will set unspecified variables to their
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prior values. For models other than mlogit, ^upper^ and ^lower^ can be used
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to set independent variables to their minimum or maximum depending on
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which will yield the upper or lower extreme predicted value.
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^outcome()^ specifies that changes will be printed only for the outcome
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indicated. For ^ologit^, ^oprobit^, ^mlogit^ and ^slogit^, the default is
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to provide results for all outcomes. For the count models, the default is
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to present results with respect to the predicted rate; specifying an
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outcome number will provide changes in the probability of that outcome.
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^delta()^ specifies the amount of the discrete change in the independent
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variable. The default is a 1 unit change.
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^fromto^ includes the pre- and post- probabilities in addition to the discrete
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change
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^uncentered^ specifies that the uncentered discrete change rather than the
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centered discrete change is to be computed.
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^conditional^ compute changes in conditional predictions rather than
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unconditional predictions for the ztp and ztnb models.
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^all^ specifies that any calculations of means, medians, etc., should use
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the entire sample instead of the sample used to estimate the model.
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^help^ presents guide to interpreting headings of output.
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^nolabel^ uses values rather than value labels in output.
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^nobase^ suppresses inclusion of the base values of x in the output.
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^brief^ prints only limited output.
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Examples
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--------
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To compute discrete and marginal change for ordered probit at base values
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equal to the mean:
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. ^oprobit warm yr89 male white age ed prst^
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. ^prchange^
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To compute discrete and marginal change for a specific set of base values:
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. ^prchange, x(male=1 white=1 age=30)^
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. ^prchange, x(male=1 white=1 age=30) rest(median)^
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. ^prchange, x(male=1 white=max age=min) rest(median)^
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To compute the discrete change for a set of base values while holding other
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variables constant to a group-specific median:
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. ^prchange if white == 1 & male == 0, x(white=1 male=0) rest(median)^
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or
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. ^prchange, x(white=1 male=0) rest(grmedian)^
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To list only the discrete change for specific variables:
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. ^prchange age, x(male=0 white=0) rest(median)^
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.-
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Authors: J. Scott Long and Jeremy Freese
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www.indiana.edu/~jslsoc/spost.htm
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spostsup@@indiana.edu
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