Wednesday, January 26, 2011
Post-estimation results manipulation: Stata vs. R
Stata's new "margins" command is as powerful as "Zelig" package for R for the purpose of conducting post-estimation manipulation of the results (e.g. producing predicted probabilities, confidence intervals, etc.). While "margins" uses delta method, "Zelig" uses predictive simulation. The best thing is that the results produced by one package can be checked against the other to ensure the consistency.