My question is how do I get (or compute) the direct, indirect and total marginal effects from such a model? Below is the model I estimate and for which I wanted calculate the marginal direct, indirect and total marginal effects. My data is a balanced panel data. The non-spatial version of my model is a fractional probit model. I added the spatially lagged counterparts of the variables as shown below:
Code:
spmatrix create idistance W1 if year == 2015, vtruncate(1) normalize(row) * I manually generate the spatially lagged variables spgenerate Wlnx1 = W1*lnx1 if year == 2015 * I run the following fractional probit model, with the spatial lags included fracreg probit y Wy lnx1 Wlnx1 lnx2 Wlnx2 lnx3 Wlnx3 lnx4 Wlnx4 /// lnx1bar Wlnx1bar lnx2rbar Wlnx2bar lnx3bar Wlnx3bar lnx4bar Wlnx4bar y2 y3 y4 y5, vce(cluster unit)
Code:
Iteration 0: log pseudolikelihood = -4073.5974 Iteration 1: log pseudolikelihood = -3581.4823 Iteration 2: log pseudolikelihood = -3577.173 Iteration 3: log pseudolikelihood = -3577.1671 Iteration 4: log pseudolikelihood = -3577.1671 Fractional probit regression Number of obs = 10,525 Wald chi2(21) = 1472.25 Prob > chi2 = 0.0000 Log pseudolikelihood = -3577.1671 Pseudo R2 = 0.1613 (Std. Err. adjusted for 2,105 clusters in unit) ------------------------------------------------------------------------------------------ | Robust y | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------------------+---------------------------------------------------------------- Wy | 2.035385 .1083074 18.79 0.000 1.823106 2.247663 lnx1 | .0527919 .0454799 1.16 0.246 -.0363472 .1419309 Wlnx1 | -.0086928 .0464401 -0.19 0.852 -.0997138 .0823281 lnx2 | .5919209 .1449197 4.08 0.000 .3078835 .8759583 Wlnx2 | -.1015673 .0464814 -2.19 0.029 -.1926693 -.0104654 lnx3 | .2130867 .0147082 14.49 0.000 .1842591 .2419143 Wlnx3 | -.0638728 .0224947 -2.84 0.005 -.1079617 -.019784 lnx4 | .0921782 .0184267 5.00 0.000 .0560625 .1282938 Wlnx4 | -.1135582 .0226331 -5.02 0.000 -.1579184 -.0691981 lnx1bar | .1436024 .1636457 0.88 0.380 -.1771372 .464342 Wlnx1bar | -.2615471 .166226 -1.57 0.116 -.5873441 .0642499 lnx2bar | .0000472 .0004234 0.11 0.911 -.0007828 .0008771 Wlnx2bar | -.0007677 .0004669 -1.64 0.100 -.0016827 .0001474 lnx3bar | -.0436437 .0452084 -0.97 0.334 -.1322504 .0449631 Wlnx3bar | -.0410011 .0614048 -0.67 0.504 -.1613523 .0793501 lnx4bar | -.1223141 .0319689 -3.83 0.000 -.1849719 -.0596563 Wlnx4bar | .162088 .0374745 4.33 0.000 .0886393 .2355367 y2 | -.0606188 .020703 -2.93 0.003 -.1011959 -.0200417 y3 | -.3554308 .0423882 -8.39 0.000 -.4385101 -.2723515 y4 | -.4245551 .0459211 -9.25 0.000 -.5145588 -.3345514 y5 | -.4592257 .0464956 -9.88 0.000 -.5503554 -.368096 _cons | -3.337843 .7537008 -4.43 0.000 -4.815069 -1.860616 ------------------------------------------------------------------------------------------
Any help or suggestion is highly appreciated.
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