marginsplot (from stata) in EViews -- how??

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student95
Posts: 2
Joined: Mon Apr 20, 2020 6:12 am

marginsplot (from stata) in EViews -- how??

Postby student95 » Mon Apr 20, 2020 10:23 am

Hello,

Using EViews 10

Regarding "marginal effects," I have followed these steps;

1) I have my estimation output
2) Then I click on “Proc”, Forecast
3) There I click on “Index – where Prob = 1-F(-Index)”
4) Then “Proc” and “Make Residual Series”, let’s say name xy
5) Afterwards I multiply each single independent variable with @dlogistic(-xy)

How do I plot these marginal effects of each independent variable in combination with predicted probabilities?

In stata I think they have a command called "margins plot" or something like that -- can I plot marginal effects of one specific independent variable against the binary dependent variable in EViews also? and how

Thanks in advance!!

EViews Glenn
EViews Developer
Posts: 2642
Joined: Wed Oct 15, 2008 9:17 am

Re: marginsplot (from stata) in EViews -- how??

Postby EViews Glenn » Thu Apr 23, 2020 9:44 am

Hi,

From your description, there are a number of things that you may wish to do and with additional information, we can discuss the various ways of doing them.

Briefly, however, if all you want to do is to plot the derivatives that you computed against the fitted values, you should use Proc/Forecast to compute predicted probabilities for each observations and then use that series, along with the marginal effects, in one more more group objects to create your plots.

Again, there are other things that you are interested in doing , we can discuss.


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