Estimation results with stata graphics
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Estimation Results with Stata Graphics. Lance Erickson. Outline. Why we need graphics Marginal effects Marginal effects at the means Average marginal effects Marginal effects at representative values Walking through an example Programming Graph editor. A simple correlation….

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Estimation Results with Stata Graphics

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Estimation results with stata graphics

Estimation Results with Stata Graphics

Lance Erickson


Outline

Outline

  • Why we need graphics

  • Marginal effects

    • Marginal effects at the means

    • Average marginal effects

    • Marginal effects at representative values

  • Walking through an example

    • Programming

    • Graph editor


A simple correlation

A simple correlation…

  • Is parental control related to adolescent delinquency?

. corrdelinqparcon

(obs=11)

| delinqparcon

-------------+------------------

delinq | 1.0000

parcon | 0.0000 1.0000


A simple regression

A simple regression…

  • Is parental control related to adolescent delinquency?

. reg delinqparcon

Source | SS df MS Number of obs = 11

-------------+------------------------------ F( 1, 9) = 0.00

Model | 1.4211e-14 1 1.4211e-14 Prob > F = 1.0000

Residual | 102.727273 9 11.4141414 R-squared = 0.0000

-------------+------------------------------ Adj R-squared = -0.1111

Total | 102.727273 10 10.2727273 Root MSE = 3.3785

------------------------------------------------------------------------------

delinq | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

parcon | 1.76e-08 .5598242 0.00 1.000 -1.26641 1.26641

_cons | 5.545454 2.208356 2.51 0.033 .5498056 10.5411

------------------------------------------------------------------------------


Visualizing the data

Visualizing the data…

  • Is parental control related to adolescent delinquency?


Revising the model

Revising the model…

  • Is parental control related to adolescent delinquency?

. reg delinqc.parcon##c.parcon

Source | SS df MS Number of obs = 11

-------------+------------------------------ F( 2, 8) = 930.87

Model | 102.287737 2 51.1438687 Prob > F = 0.0000

Residual | .439535405 8 .054941926 R-squared = 0.9957

-------------+------------------------------ Adj R-squared = 0.9947

Total | 102.727273 10 10.2727273 Root MSE = .2344

-----------------------------------------------------------------------------------

delinq | Coef. Std. Err. t P>|t| [95% Conf. Interval]

------------------+----------------------------------------------------------------

parcon | -9.912351 .2329897 -42.54 0.000 -10.44963 -9.375076

c.parcon#c.parcon| 1.41605 .0328185 43.15 0.000 1.340371 1.49173

_cons | 18.20366 .330967 55.00 0.000 17.44044 18.96687

-----------------------------------------------------------------------------------


Outline1

Outline

  • Why we need graphics

  • Marginal effects

    • Marginal effects at the means

    • Average marginal effects

    • Marginal effects at representative values

  • Walking through an example

    • Programming

    • Graph editor


Marginal effects

Marginal Effects

“A [marginal effect], or partial effect, most often measures the effect on the conditional mean of y of a change in one of the regressors, say xk. In the linear regression model, the [marginal effect] equals the relevant slope coefficient, greatly simplifying analysis. For nonlinear models, this is no longer the case, leading to remarkably many different methods for calculating [marginal effects].”

If x changes by one unit, how would y change?


Marginal effects1

Marginal Effects

…at the mean

  • “Mean” is the average characteristic in the data

  • Identify mean value and substitute into the regression equation


Marginal effects2

Marginal Effects

Average…

  • Say we’re interested in the AME for whites vs. blacks

    • Imagine the first case is white, regardless of the true race

    • Use other characteristics as measured

    • Estimate the individual prediction

    • Repeat 2 and 3 with the race as black

    • The difference in predictions is individual marginal effect

    • Repeat 1 through 5 for every case

    • Calculate mean for entire sample


Marginal effects3

Marginal Effects

…at representative values

  • Identify profiles for individuals that have some particular meaning


Outline2

Outline

  • Why we need graphics

  • Marginal effects

    • Marginal effects at the means

    • Average marginal effects

    • Marginal effects at representative values

  • Walking through an example

    • Programming

    • Graph Editor


Toxoplasmosis gondii

Toxoplasmosis Gondii

  • Parasite whose primary host is any member of the cat family

  • Transmitted by contact with feces

  • Lodges into neurons

  • 30 percent of world’s human population carries the parasite

  • Not thought of as dangerous for healthy people

  • Maybe it’s not so benign


Estimation results with stata graphics

eststom1: svy: regress sdli.toxbin##c.pir female age higradeib1.race

Number of strata = 49 Number of obs = 4169

Number of PSUs = 98 Population size = 109225249

Design df = 49

F( 9, 41) = 157.93

Prob > F = 0.0000

R-squared = 0.2657

------------------------------------------------------------------------------

| Linearized

sdl | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

1.toxbin | .9756481 .3447252 2.83 0.007 .282897 1.668399

pir | -.2212445 .0501302 -4.41 0.000 -.321985 -.1205041

|

toxbin#c.pir |

1 | -.2222757 .0970269 -2.29 0.026 -.4172585 -.0272929

|

female | .0780064 .1505963 0.52 0.607 -.2246282 .380641

age | .0936083 .0070641 13.25 0.000 .0794125 .1078042

higrade | -.5190588 .0388779 -13.35 0.000 -.597187 -.4409307

|

race |

Black | 1.741903 .1750276 9.95 0.000 1.390172 2.093634

Hispanic | 2.414574 .3088713 7.82 0.000 1.793874 3.035274

Other | 2.315488 .5264093 4.40 0.000 1.257629 3.373347

|

_cons | 7.715189 .6056571 12.74 0.000 6.498076 8.932303

------------------------------------------------------------------------------


Estimation results with stata graphics

estout m1, cells("b(star fmt(2)) ci") stats(N r2, fmt(0 2) label(N "R squared")) nolz ///

collabels(b "95% CI") mlabels(none) ///

prehead("Table 1.""Latent Toxoplasmosis and Symbol-Digit Learning Test:" ///

"Poverty-to-income Ratio as Linear") ///

drop(0b.toxbin 0b.toxbin#co.pir 1b.race) ///

order(1.toxbin pir 1.toxbin#c.pir Controls female age higrade race) ///

varlabels(1.toxbin "Toxoplasmosis (Toxo)" pir "Poverty-to-income ratio (PIR)" ///

1.toxbin#c.pir "Toxo X PIR" female " Female" age " Age" ///

higrade " Highest grade achieved" race " Race" 2.race " Black" ///

3.race " Hispanic" 4.race " Other" _cons "Constant") ///

refcat(2.race " White", label(---)) ///

postfoot("Note:""* p < .05. ** p < .01. *** p < 001.""Source: NHANES III.") ///

varwidth(30)


Estimation results with stata graphics

Table 1.

Latent Toxoplasmosis and Symbol-Digit Learning Test:

Poverty-to-income Ratio as Linear

-----------------------------------------------------------

b 95% CI

-----------------------------------------------------------

Toxoplasmosis (Toxo) .98** .28,1.67

Poverty-to-income ratio (PIR) -.22*** -.32,-.12

Toxo X PIR -.22* -.42,-.03

Controls

Female .08 -.22,.38

Age .09*** .08,.11

Highest grade achieved -.52*** -.60,-.44

Race

White ---

Black 1.74*** 1.39,2.09

Hispanic 2.41*** 1.79,3.04

Other 2.32*** 1.26,3.37

Constant 7.72*** 6.50,8.93

-----------------------------------------------------------

N 4169

R squared .27

-----------------------------------------------------------

Note:

* p < .05. ** p < .01. *** p < 001.

Source: NHANES III.


Estimation results with stata graphics

What does the relationship between SDL and toxoplasmosis look like at different levels of poverty-to-income?


Estimation results with stata graphics

. margins i.toxbin, at(pir=(0(1)12)) vsquish

Expression : Linear prediction, predict()

1._at : pir = 0

2._at : pir = 1

3._at : pir = 2

4._at : pir = 3

5._at : pir = 4

6._at : pir = 5

7._at : pir = 6

8._at : pir = 7

9._at : pir = 8

10._at : pir = 9

11._at : pir = 10

12._at : pir = 11

------------------------------------------------------------------------------

| Delta-method

| Margin Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

_at#toxbin |

1 0 | 5.017781 .1803758 27.82 0.000 4.655302 5.380259

1 1 | 5.993429 .3785632 15.83 0.000 5.232678 6.75418

2 0 | 4.796536 .144264 33.25 0.000 4.506627 5.086445

2 1 | 5.549909 .2829059 19.62 0.000 4.981388 6.118429

3 0 | 4.575292 .118806 38.51 0.000 4.336542 4.814041

3 1 | 5.106388 .2005721 25.46 0.000 4.703324 5.509453

4 0 | 4.354047 .1115513 39.03 0.000 4.129876 4.578218

4 1 | 4.662868 .154565 30.17 0.000 4.352258 4.973478

5 0 | 4.132803 .1256924 32.88 0.000 3.880214 4.385391

5 1 | 4.219348 .1761228 23.96 0.000 3.865416 4.57328

6 0 | 3.911558 .1554978 25.16 0.000 3.599073 4.224043

6 1 | 3.775828 .2482254 15.21 0.000 3.277 4.274655

7 0 | 3.690313 .1938727 19.03 0.000 3.300712 4.079915

7 1 | 3.332307 .3401179 9.80 0.000 2.648815 4.0158

8 0 | 3.469069 .2366849 14.66 0.000 2.993433 3.944705

8 1 | 2.888787 .4395592 6.57 0.000 2.00546 3.772115

9 0 | 3.247824 .2819202 11.52 0.000 2.681285 3.814364

9 1 | 2.445267 .5424133 4.51 0.000 1.355247 3.535287

10 0 | 3.02658 .3285792 9.21 0.000 2.366275 3.686884

10 1 | 2.001747 .6470546 3.09 0.003 .7014417 3.302052

11 0 | 2.805335 .3761325 7.46 0.000 2.049469 3.561202

11 1 | 1.558227 .7527383 2.07 0.044 .0455422 3.070911

12 0 | 2.584091 .4242795 6.09 0.000 1.731469 3.436712

12 1 | 1.114706 .8590798 1.30 0.201 -.6116792 2.841092

------------------------------------------------------------------------------


Estimation results with stata graphics

. marginsplot


Toxoplasmosis gondii1

Toxoplasmosis Gondii

  • At low poverty-to-income T. Gondiiis related to reduced cognitive functioning

  • At high PIR T. Gondiiis related to increased cognitive functioning


Estimation results with stata graphics

. lowesssdlpir, by(toxbin)


Estimation results with stata graphics

Table 2.

Latent Toxoplasmosis and Symbol-Digit Learning Test:

Poverty-to-income Ratio as Quadratic

-----------------------------------------------------------

b 95% CI

-----------------------------------------------------------

Toxoplasmosis (Toxo) .93** .26,1.60

Poverty-to-income ratio (PIR) -.58*** -.90,-.26

PIR^2 .04* .01,.08

Toxo X PIR -.22* -.40,-.03

Controls

Female .06 -.24,.36

Age .09*** .08,.11

Highest grade achieved -.51*** -.59,-.43

Race

White ---

Black 1.66*** 1.30,2.02

Hispanic 2.33*** 1.71,2.94

Other 2.29*** 1.22,3.36

Constant 8.12*** 6.80,9.44

-----------------------------------------------------------

N 4169

R squared .27

-----------------------------------------------------------

Note:

* p < .05. ** p < .01. *** p < 001.

Source: NHANES III.


Estimation results with stata graphics

What does the relationship between SDL and toxoplasmosis look like at different levels of poverty-to-income?


Estimation results with stata graphics

. marginsplot


Estimation results with stata graphics

. lowesssdlpir, by(toxbin)


Estimation results with stata graphics

. mkspline pir1 3 pir2 = pir

. showcodingpir pir1 pir2

+---------------------+

| pir pir1 pir2 |

|---------------------|

| 0 0 0 |

| 1 1 0 |

| 2 2 0 |

| 3 3 0 |

| 4 3 1 |

| 5 3 2 |

| 6 3 3 |

| 7 3 4 |

| 8 3 5 |

| 9 3 6 |

| 10 3 7 |

+---------------------+


Estimation results with stata graphics

Table 3.

Latent Toxoplasmosis and Symbol-Digit Learning Test:

Poverty-to-income Ratio as Piecewise

-----------------------------------------------------------

b 95% CI

-----------------------------------------------------------

Toxoplasmosis (Toxo) 1.32** .42,2.22

Poverty-to-income ratio (PIR)

0 - 3 -.41** -.69,-.14

3 - 11 -.13 -.30,.04

Toxo X PIR interaction

0 - 3 -.44 -.95,.08

3 - 11 -.08 -.47,.32

Controls

Female .06 -.24,.36

Age .09*** .08,.11

Highest grade achieved -.51*** -.59,-.43

Race

White ---

Black 1.67*** 1.31,2.04

Hispanic 2.33*** 1.72,2.94

Other 2.30*** 1.23,3.37

Constant 7.96*** 6.68,9.25

-----------------------------------------------------------

N 4169

R squared .27

-----------------------------------------------------------

Note:

* p < .05. ** p < .01. *** p < 001.

Source: NHANES III.


Estimation results with stata graphics

What does the relationship between SDL and toxoplasmosis look like at different levels of poverty-to-income?


Estimation results with stata graphics

. margins, at(toxbin=0 pir1=0 pir2=0) ///

at(toxbin=0 pir1=1 pir2=0) ///

at(toxbin=0 pir1=2 pir2=0) ///

at(toxbin=0 pir1=3 pir2=0) ///

at(toxbin=0 pir1=3 pir2=1) ///

at(toxbin=0 pir1=3 pir2=2) ///

at(toxbin=0 pir1=3 pir2=3) ///

at(toxbin=0 pir1=3 pir2=4) ///

at(toxbin=0 pir1=3 pir2=5) ///

at(toxbin=0 pir1=3 pir2=6) ///

at(toxbin=0 pir1=3 pir2=7) ///

at(toxbin=0 pir1=3 pir2=8) vsquish

. mat yhat0 = r(b)'

. margins, at(toxbin=1 pir1=0 pir2=0) ///

at(toxbin=1 pir1=1 pir2=0) ///

at(toxbin=1 pir1=2 pir2=0) ///

at(toxbin=1 pir1=3 pir2=0) ///

at(toxbin=1 pir1=3 pir2=1) ///

at(toxbin=1 pir1=3 pir2=2) ///

at(toxbin=1 pir1=3 pir2=3) ///

at(toxbin=1 pir1=3 pir2=4) ///

at(toxbin=1 pir1=3 pir2=5) ///

at(toxbin=1 pir1=3 pir2=6) ///

at(toxbin=1 pir1=3 pir2=7) ///

at(toxbin=1 pir1=3 pir2=8) vsquish

. mat yhat1 = r(b)'

. mat piratio = 0\1\2\3\4\5\6\7\8\9\10\11

. svmatyhat0

. svmatyhat1

. svmatpiratio


Estimation results with stata graphics

. line yhat01 yhat11 piratio1


Toxoplasmosis gondii2

Toxoplasmosis Gondii

  • At low poverty-to-income, specifically when the ratio is less than 3, T. Gondii is related to reduced cognitive functioning

  • There is no relationship between T. Gondii and cognitive functioning among individuals whose PIR is greater than 3

  • For a family of 4, the poverty ratio is about $20k

  • A PIR of 3 would be $60

  • Mean household income in US is lower; Median is greater


Estimation results with stata graphics

. line yhat01 yhat11 piratio1


Estimation results with stata graphics

. line yhat01 yhat11 piratio1


Estimation results with stata graphics

line yhat01 yhat11 piratio1

line yhat01 yhat11 piratio1, xsize(7) ysize(5) scheme(s1mono) ///

title("Figure 4.""Model-based Predictions of the Symbol-Digit Learning Test:" ///

"Interaction Between Latent Toxoplasmosis and Poverty-to-income Ratio as Piecewise", ///

j(left) size(medsmall) span) ///

ytitle(Serial Digit Learning Test) ylabel(0(1)7, angle(0)) ///

xtitle(Poverty-to-income Ratio) xlabel(0(1)11) ///

lpattern(dash solid) lcolor(black black) ///

legend(title(Latent Toxoplasmosis, size(small)) order(1 "Negative" 2 "Positive")) ///

note("Note: N = 4038""Source: NHANES III", span)


Outline3

Outline

  • Why we need graphics

  • Marginal effects

    • Marginal effects at the means

    • Average marginal effects

    • Marginal effects at representative values

  • Walking through an example

    • Programming

    • Graph editor


Graph editor

Graph Editor

Pros

  • Don’t need to learn programming

  • Saves time in short-term

    Cons

  • Not easily reproducible

  • Loses time in long-run


Resources

resources

http://www.stata.com/statalist/


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