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st: Predicted probabilities for different x values after xtlogit, fe


From   joachim Wagner <wagner@uni-lueneburg.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Predicted probabilities for different x values after xtlogit, fe
Date   Mon, 18 Aug 2003 08:54:35 +0200


Dear listers,

I am currently reading a paper reporting results from a fixed-effects logit model (estimated with Stata). Some of the estimated regression coefficients are highly statistically significant, and the author concludes from the prob-values reported that these variables are highly important. Unfortunately, this interpretation is based on the statistical significance alone. What I would like to do is the following: I would like to compute the predicted probability for a hypothetical unit (here:plant) with average values for all the exogenous variables, and then I would like to change - one by one - the values of the statistically significant variables and to compute the predicted probabilities for these hypothetical units to see how much these predicted probabilities change. In this way I hope to learn whether the statistically significant variables are really important in the sense that a reasonable change in their value have a large impact on the predicted probability. I usually do this kind of "simulation" when I work with simple probit models.

Question: Using Stata 8.1, how can I do what I want to do based on the output from xtlogit, fe (and a table of descriptive statistics for the variables included in the model) alone - without having access to the data used to estimate the model? Is this possible at all?

If it should not be possible, how would I do all this when I would have access to the data? (Maybe, I can contact the author and convince him to perform this exercise if I could send him a do-file ....)

Many thanks in advance!

Joachim
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