Line for the server...

Here is an improved version of your -prog- (not an endorsement of your research strategy...). Crucially, the "X" in e(Xmfx_dydx) must be capitalized...

***********

cap prog drop simnorm

prog simnorm, rclass

vers 9.0

*construct data

drop _all

set obs 1000

g X2=uniform()*3

g X3=uniform()*0.5+2

g Y=uniform()>0.7

gen a = 3*invnorm(uniform())+ 5 //so mean 5, sd 3

_pctile a, p(5)

loc p5 = r(r1)

logit Y a X2 X3, robust

mfx, predict(p) at(mean a=`p5)' X2=0)

mat dydxmfx = e(Xmfx_dydx)

ret sca dydxmfxap5 = dydxmfx[1,1]

end

simulate dydxmfxap5 = r(dydxmfxap5), reps(100) : simnorm

*saving("C:\data\sima.dta", replace)

***********

HTH

Martin

-----Original Message-----

From:

[hidden email] [mailto:

[hidden email]] On Behalf Of Supnithadnaporn, Anupit

Sent: Tuesday, December 02, 2008 5:19 AM

To: statalist

Subject: st: Simulation: marginal effect at the 5th percentile

Dear all,

I am running a simulation of the logit model. Each repetition I create a variable called

"a", which is normally distributed. I would like to find the marginal effect of this

variable at the certain percentiles of its distribution. The problem is that I cannot

specify the number of the particular percentile in -mfx, predict(p) at( )-

because I don't know the value in each repetition. So I use the -r( )- from -sum-.

However,my program gives me the error from -mfx- part saying that

'indp5' found where number expected

an error occurred when simulate executed simlognorm

Is there a way to specify the unknown value in -at( )- of -mfx-? Would anybody please help?

Thank you

Anupit

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

program define simnorm, rclass

version 9.0

gen a = sdX1*invnorm(uniform())+ meanX1

sum a, detail

ret scalar ap5 = r(p5)

logit Y a X2 X3, robust

mfx, predict(p) at(mean a=ap5 X2=0)

mat dydxmfx = e(xmfx_dydx)

ret scalar dydxmfxap5 = dydxmfx{1,1]

eret clear

drop a

end

simulate dydxmfxap5 = r(dydxmfxap5), reps(100) saving("C:\data\sima.dta", replace): simnorm

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

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