help forfrm_pe-------------------------------------------------------------------------------

Title

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

Syntax

frm_peanything[,options]

optionsDescription -------------------------------------------------------------------------ape(varlist)estimate average partial effects of variables invarlistcpe(varlist)estimate conditional partial effects of variables invarlistat(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_peis 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_pecalculates partial effects for fractional regression models estimated via frm.frm_pemay 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 invarlist.

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

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

ExamplesSetup - data used in Ramalho, Ramalho and Henriques (2010)

. use http://evunix.uevora.pt/~jsr/stata/JPA-2010.dtaComputing 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 CENTRALBAIXO)Computing average partial effects for a binary logit + fractional probit two-part model, with ALTO=1

. frm SCORE LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTO CENTRALBAIXO, m(2Pbin) inf(1). estimates store a1. frm SCORE LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTO CENTRALBAIXO, m(2Pfrac) linkf(probit) inf(1). estimates store a2. frm_pe a1 a2, ape(LANDLORD LIVESTOCK CROP SIZE SUBSIDIES ALTOCENTRAL 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 CENTRALBAIXO, m(2Pfrac) inf(1). frm_pe, cpe(LIVESTOCK) at(ALTO=1 CENTRAL=0 BAIXO=0)

Saved resultsFor one-part models and the individual components of two-part models,

frm_pesaves inr()the same results as margins. For two part-models, no results are saved.

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

Remarks

frm_peis 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.

ReferencesRamalho, 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 seeOnline: help for frm

Manual:

[R] margins