You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
131 lines
5.0 KiB
Plaintext
131 lines
5.0 KiB
Plaintext
.-
|
|
help for ^prchange^ - 2Nov2005
|
|
.-
|
|
|
|
Discrete and marginal change for regression models for categorical and
|
|
count variables
|
|
------------------------------------------------------------------------------
|
|
|
|
^prchange^ [varlist] [^if^ exp] [^in^ range] [, ^x(^variables_and_values^)^
|
|
^r^est^(^stat^)^ ^o^utcome^(^#^)^ ^f^romto ^b^rief ^noba^se ^nola^bel ^h^elp
|
|
^all^ ^unc^entered ^d^elta^(^#^)^ ^con^ditional]
|
|
|
|
where
|
|
|
|
^variables_and_values^ is an alternating list of variables and either
|
|
numeric values or mean, median, min, max, upper, lower, previous
|
|
|
|
^stat^ is either mean, median, min, max, upper, lower, previous, grmean
|
|
(group mean), grmedian, grmin, grmax
|
|
|
|
Description
|
|
-----------
|
|
|
|
^prchange^ computes discrete and marginal change for regression models for
|
|
categorical and count variables. Marginal change is the partial derivative
|
|
of the predicted probability or predicted rate with respect to the
|
|
independent variables. Discrete change is the difference in the predicted
|
|
value as one independent variable changes values while all others are held
|
|
constant at specified values.
|
|
|
|
By default, the discrete and marginal change is calculated holding all other
|
|
variables at their mean. Values for specific independent variables can be
|
|
set using the x() option after ^prchange^. For example, to compute predicted
|
|
values when educ is 10 and age is 30, type ^prchange, x(educ=10 age=30)^.
|
|
Values for the unspecified independent variables can be set using the rest()
|
|
option, e.g., ^prchange, x(educ=10 age=30) rest(mean)^. The ^if^ and ^in^
|
|
conditions specify conditions for computation of means, min, etc., that are
|
|
used with rest().
|
|
|
|
The discrete change is computed when a variable changes from its minimum to
|
|
its maximum (Min->Max), from 0 to 1 (0->1), from its specified value minus
|
|
.5 units to its specified value plus .5 (-+1/2), and from its specified
|
|
value minus .5 standard deviations to its value plus .5 standard deviations
|
|
(-+sd/2).
|
|
|
|
The command works with cloglog, cnreg, intreg, logit, mlogit, mprobit, nbreg,
|
|
ologit, oprobit, poisson, probit, regress, slogit, tobit, zinb, zip, ztnb,
|
|
and ztp.
|
|
|
|
|
|
Options
|
|
-------
|
|
|
|
^x()^ explicitly sets the values of specified independent variables.
|
|
|
|
^rest()^ sets the independent variables not specified in x() to their ^mean^
|
|
(default), ^minimum^, ^maximum^, ^median^ when calculating predicted values.
|
|
^grmean^ sets these independent variables to the mean conditional on the
|
|
variables and values specified in x(). If ^prvalue^ has already been run
|
|
after the last estimate, ^previous^ will set unspecified variables to their
|
|
prior values. For models other than mlogit, ^upper^ and ^lower^ can be used
|
|
to set independent variables to their minimum or maximum depending on
|
|
which will yield the upper or lower extreme predicted value.
|
|
|
|
^outcome()^ specifies that changes will be printed only for the outcome
|
|
indicated. For ^ologit^, ^oprobit^, ^mlogit^ and ^slogit^, the default is
|
|
to provide results for all outcomes. For the count models, the default is
|
|
to present results with respect to the predicted rate; specifying an
|
|
outcome number will provide changes in the probability of that outcome.
|
|
|
|
^delta()^ specifies the amount of the discrete change in the independent
|
|
variable. The default is a 1 unit change.
|
|
|
|
^fromto^ includes the pre- and post- probabilities in addition to the discrete
|
|
change
|
|
|
|
^uncentered^ specifies that the uncentered discrete change rather than the
|
|
centered discrete change is to be computed.
|
|
|
|
^conditional^ compute changes in conditional predictions rather than
|
|
unconditional predictions for the ztp and ztnb models.
|
|
|
|
^all^ specifies that any calculations of means, medians, etc., should use
|
|
the entire sample instead of the sample used to estimate the model.
|
|
|
|
^help^ presents guide to interpreting headings of output.
|
|
|
|
^nolabel^ uses values rather than value labels in output.
|
|
|
|
^nobase^ suppresses inclusion of the base values of x in the output.
|
|
|
|
^brief^ prints only limited output.
|
|
|
|
Examples
|
|
--------
|
|
|
|
To compute discrete and marginal change for ordered probit at base values
|
|
equal to the mean:
|
|
|
|
. ^oprobit warm yr89 male white age ed prst^
|
|
. ^prchange^
|
|
|
|
To compute discrete and marginal change for a specific set of base values:
|
|
|
|
. ^prchange, x(male=1 white=1 age=30)^
|
|
|
|
. ^prchange, x(male=1 white=1 age=30) rest(median)^
|
|
|
|
. ^prchange, x(male=1 white=max age=min) rest(median)^
|
|
|
|
To compute the discrete change for a set of base values while holding other
|
|
variables constant to a group-specific median:
|
|
|
|
. ^prchange if white == 1 & male == 0, x(white=1 male=0) rest(median)^
|
|
|
|
or
|
|
|
|
. ^prchange, x(white=1 male=0) rest(grmedian)^
|
|
|
|
|
|
To list only the discrete change for specific variables:
|
|
|
|
. ^prchange age, x(male=0 white=0) rest(median)^
|
|
|
|
.-
|
|
Authors: J. Scott Long and Jeremy Freese
|
|
www.indiana.edu/~jslsoc/spost.htm
|
|
spostsup@@indiana.edu
|
|
|
|
|