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.
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2 comments:

  1. Bob Muenchen8:22 AM

    Thanks for that interesting tip. I've been meaning to learn Zelig. Do you have some examples of each?

    Cheers,
    Bob Muenchen

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  2. Shige8:50 AM

    Hi Bob,

    To learn Zelig, the best place to start is the Zelig user guide, which is a 555 page PDF document.

    For the margins command, I find this post to be very informative: http://www.ats.ucla.edu/stat/stata/faq/margins_mlogcatcon.htm

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