From Nick Varian To statalist@hsphsun2.harvard.edu Subject Re: st: beginnerXs ask about Xtlogit probabilities Date Fri, 14 Nov 2003 08:51:39 -0300 (ART)

```Scott,
thanks for your help. Could you help me once more? I
am a lit bite confused, because using xtlogit i got
some p-value that means that may parameter is
significant different from zero. After calculing mfx
compute, they all turn to insignificant. What does its
means? In which one should I believe?

--- Scott Merryman <smerryman@kc.rr.com> escreveu: >
----- Original Message -----
> From: "Clive Nicholas"
> <Clive.Nicholas@newcastle.ac.uk>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Wednesday, November 12, 2003 5:14 PM
> 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. I´m using Xtlogit, fixed effects for
> > > estimating panel data, and I don´t know how to
> replace
> > > the betas for it´s marginal probabilities. Is
> there
> > > any command like dprobit for panel data´s 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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```