Re: [Gretl-devel] A laud to numhess()
On Mon, 9 Oct 2017, oleg_komashko(a)ukr.net wrote:
Dear All,
A laud to numhess:
<hansl>
include a_eff.gfn # not uploaded version, since it requires 2017d
open transport.gdt
logit auto 0 dtime
bl = $model
exey(&bl) #including "logit" into exey() took 1 minute of coding!!!
<hansl>
output:
logit elasticities on Pr(auto = 1):
coefficient std. error z p-value
------------------------------------------------------
dtime -0.0373775 0.0205797 -1.816 0.0693 *
<stata>
use http://www.principlesofeconometrics.com/poe4/data/stata/transport.dta, clear
logit auto dtime
margins, eyex(dtime) atmeans
------------------------------------------------------------------------------
| Delta-method
| ey/ex Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
dtime | -.0373775 .0205797 -1.82 0.069 -.077713 .002958
------------------------------------------------------------------------------
Nice to see that the Stata guys get things right, once in a while ;)
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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