Programming the statistical procedures from SAS

Replicate the margins command from STATA

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Replicate the margins command from STATA

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

 


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‎05-12-2017 08:05 AM
SAS Employee
Posts: 242

Re: Replicate the margins command from STATA

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

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Occasional Contributor
Posts: 10

Re: Replicate the margins command from STATA

 

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!  

 

Solution
‎05-12-2017 08:05 AM
SAS Employee
Posts: 242

Re: Replicate the margins command from STATA

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

Occasional Contributor
Posts: 10

Re: Replicate the margins command from STATA

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

Occasional Contributor
Posts: 9

Re: Replicate the margins command from STATA

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

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