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Re: st: beginnerXs ask about Xtlogit probabilities


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: beginnerXs ask about Xtlogit probabilities
Date   Wed, 12 Nov 2003 18:48:12 -0600

----- Original Message ----- 
From: "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, November 12, 2003 5:14 PM
Subject: Re: st: beginnerXs ask about Xtlogit probabilities


> I echo this query for -xtprobit- and -xtgee-, but I daresay that such neat
> commands do not yet exist in Stata 8 as they do for -logit-, -probit-,
> etc. I sincerely hope I'm wrong, because I wouldn't mind using such
> conversions myself at present!! :-)
>
> C.
>
> > Hi all Stata users,
> > as I said in the subject, I am still learnig how to
> > use stata. Iīm using Xtlogit, fixed effects for
> > estimating panel data, and I donīt know how to replace
> > the betas for itīs marginal probabilities. Is there
> > any command like dprobit for panel dataīs logit?
> >
> > Thanks
> >
> > best regards,
> > Nick
> >


-mfx compute- will work after -xtlogit, fe-  with the predict(pu0) option.

The pu0 comes from -clogit- which also estimates conditional fixed-effects logit
models.

For example:

. webuse union
(NLS Women 14-24 in 1968)

. qui xtlogit union age grade south, fe i(id)

. mfx compute, predict(pu0)

Marginal effects after clogit
      y  = Pr(union|fixed effect is 0) (predict, pu0)
         =  .79024722
------------------------------------------------------------------------------
variable |      dy/dx    Std. Err.     z    P>|z|  [    95% C.I.   ]      X
---------+--------------------------------------------------------------------
     age |   .0028229      .00116    2.44   0.015   .000555  .005091    30.538
   grade |   .0141407      .00312    4.53   0.000   .008019  .020262   12.7934
   south*|  -.1301144      .04335   -3.00   0.003  -.215084 -.045145   .381388
------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1



-mfx compute- will also work after -xtprobit- and -xtgee-.


Hope this helps,
Scott


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