topic Re: Replicate the margins command from STATA in Statistical Procedures

Replicate the margins command from STATA

Shawn08 — Mon, 01 May 2017 17:21:10 GMT

I am still new in SAS and trying to modelize my first probit model. I am using the following sequence of command in order to obtain my probit estimate:

proc logistic data=pop_final;

class SEX (REF="M") AGEGR (REF="3") NON_EE (REF="0")/PARAM=REF;

model SCIENCE = SEX AGEGR NON_EE / link=probit technique=newton;

ods output parameterestimates=prbparms;

output out=outprb prob=p xbeta=xbpr;

run;

However, I would now like to replicate the margins command in STATA (http://www.stata.com/manuals13/rmargins.pdf). It allowed me to estimate margins of responses for specified values of covariates of a previously fit model. For example, following my probit model that estimated, in particular, the effect of changing industry of employment following a layoff, I was able to use the margin command to estimate the probability of a workers being laid-off from a specific industry to change industry in his following job.

Would someone know a command in SAS that could replicate what I was able to do with STATA?

Thank you in advance

Re: Replicate the margins command from STATA

lkeyes — Tue, 09 May 2017 15:40:04 GMT

I think you might be looking for the, "LS-Means" option??

Also, here is this Proc GENMOD Logistic Regression . GENMOD will let you use the LS-Means statement.

Alternatively, Proc GLIMMIX . Even though you may not ever use the random intercepts or slopes. I tend to go with Glimmix, because the "NLOPTIONS" statement lets you be fairly flexable if the model has a difficult time converging.

I think each one of those procedures has information on the LS-means functionality.

Good luck!

Re: Replicate the margins command from STATA

StatDave — Thu, 11 May 2017 18:57:20 GMT

Sounds like you want to estimate so-called marginal effects which are the derivative of the event probability with respect to a predictor of interest. See this note.

Re: Replicate the margins command from STATA

lkeyes — Thu, 11 May 2017 19:23:31 GMT

Yeah, I totally misunderstood. What @StatDave said is where you need to be.

Re: Replicate the margins command from STATA

Shawn08 — Fri, 12 May 2017 12:06:21 GMT

Sorry for the delay in the reply, thank you for your help!