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Re: st: MFX after ZINB


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp.)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: MFX after ZINB
Date   Thu, 13 Feb 2003 17:12:18 -0600

Chris Roebuck <Chris.Roebuck@Advancepcs.com> asks:

> Can someone please explain how one could get POSITIVE marginal effects
> (using MFX) after running a ZINB model where the corresponding coefficient
> estimate is NEGATIVE.

I posted previously giving a mathematical reason for this phenomenon.
Heuristically, what is occuring is that a negative coefficient in the main
equation will decrease the expected value of the response when the covariate
increases.  A negative coefficient in the inflation equation will, however,
decrease the probability that the response is zero, therefore increasing the
expected value.  It is when the second effect outweighs the first that you get
an overall marginal effect that is positive.

--Bobby
rgutierrez@stata.com
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