help for frm_pe
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Title

    frm_pe -- Partial effects for one-part and two-part fractional regression
                models


Syntax

        frm_pe anything [, options]

    options                     Description
    -------------------------------------------------------------------------
    ape(varlist)                estimate average partial effects of variables
                                  in varlist
    cpe(varlist)                estimate conditional partial effects of
                                  variables in varlist
    at(atspec)                  estimate partial effects at specified values
                                  of covariates
    -------------------------------------------------------------------------

    where anything, if provided, is the name or, for two-part models, names
    under which estimation results were saved via estimates store. Otherwise,
    frm_pe is applied to the last estimation results, even if these were not
    already stored. In the case of two-part models the first name should
    index the binary model and the second the fractional model.


Description

    frm_pe calculates partial effects for fractional regression models
    estimated via frm. frm_pe may be used to compute average or conditional
    partial effects for:  (i) one-part fractional regression models; (ii) the
    binary component of two-part fractional regression models; (iii) the
    fractional component of two-part fractional regression models; and (iv)
    two-part fractional regression models. For two-part models only the value
    of the partial effects is computed, while in the other cases standard
    errors and confidence intervals calculated using the delta method are
    also provided. See Ramalho, Ramalho and Murteira (2011) for details on
    the computation of partial effects in the fractional regression
    framework.


Options

    ape(varlist) specifies that average partial effects are to be computed
        for the variables in varlist.

    cpe(varlist) specifies that conditional partial effects are to be
        computed for the variables in varlist. All variables are evaluated at
        their mean values except if specified otherwise in at(atspec).

    at(atspec) indicates the specific values at which some of the explanatory
        variables are to be evaluated.


Examples

    Setup - data used in Ramalho, Ramalho and Henriques (2010)
        . use http://evunix.uevora.pt/~jsr/stata/JPA-2010.dta

    Computing average partial effects for a logit fractional regression model
        . frm SCORE LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTO CENTRAL BAIXO
        . frm_pe, ape(LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTO CENTRAL
            BAIXO)

    Computing average partial effects for a binary logit + fractional probit
    two-part model, with ALTO=1
        . frm SCORE LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTO CENTRAL
            BAIXO, m(2Pbin) inf(1)
        . estimates store a1
        . frm SCORE LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTO CENTRAL
            BAIXO, m(2Pfrac) linkf(probit) inf(1)
        . estimates store a2
        . frm_pe a1 a2, ape(LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTO
            CENTRAL BAIXO) at(ALTO=1)

    Computing conditional partial effects for LIVESTOCK in the logit
    component of a two-part fractional regression model, with all explanatory
    variables evaluated at their mean values except the dummies ALTO=1,
    CENTRAL=0 and BAIXO=0
        . frm SCORE LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTO CENTRAL
            BAIXO, m(2Pfrac) inf(1)
        . frm_pe, cpe(LIVESTOCK) at(ALTO=1 CENTRAL=0 BAIXO=0)


Saved results

    For one-part models and the individual components of two-part models,
    frm_pe saves in r() the same results as margins. For two part-models, no
    results are saved.


Author

    Joaquim J.S. Ramalho
    Department of Economics
    University of Evora
    Portugal
    jsr@uevora.pt


Remarks

    frm_pe is not an official Stata command. For further help and support,
    please contact the author. Please notice that this software is provided
    as is, without warranty of any kind, expressed or implied, including but
    not limited to the warranties of merchantability, fitness for a
    particular purpose, and noninfringement. In no event shall the author be
    liable for any claim, damages, or other liability, whether in an action
    of contract, tort, or otherwise, arising from, out of, or in connection
    with the software or the use or other dealings in the software.


References

    Ramalho, E.A., J.J.S. Ramalho and J.M.R. Murteira (2011), "Alternative
        estimating and testing empirical strategies for fractional regression
        models", Journal of Economic Surveys, 25(1), 19-68.

    Ramalho, E.A., J.J.S. Ramalho and P.D. Henriques (2010), "Fractional
        regression models for second stage DEA efficiency analyses", Journal
        of Productivity Analysis, 34(3), 239-255.


Also see

    Online: help for frm

    Manual: [R] margins