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From |
"Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: beginnerXs ask about Xtlogit probabilities |

Date |
Sat, 15 Nov 2003 20:40:14 -0000 (GMT) |

Hmmmm, are you *sure*, Scott? As I understand it, -listcoef- doesn't work with -xtlogit- (or -xtprobit-, for that matter: I checked the other day). I'll be delighted if I'm wrong, but... ...by the way, thanks a lot for -margin-. You're right: once the regression is run, it really *does* run much more more quickly than -mfx compute- (and then some!). I wish I knew about that program much earlier. I do share Nick Varian's concerns about insignificant marginal effects as against *significant* regression coefficients. In running -margin- after one model (which contained 16 significant regressors; pseudo-R^2: 0.444), not one of them had significant marginal effects. That does seem very strange! C. > ----- Original Message ----- > From: "Nick Varian" <nk7_br@yahoo.com.br> > To: <statalist@hsphsun2.harvard.edu> > Sent: Friday, November 14, 2003 5:51 AM > Subject: Re: st: beginnerXs ask about Xtlogit probabilities > > >> 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? >> >> > > I can't really help you with that, however you may find reporting the > percentage > change in odds rather than the marginal effects to be insightful. > -listcoef- > will conveniently provide you with the odds ratio and the percentage > change in > odds. > > For example: > > . webuse union > (NLS Women 14-24 in 1968) > > . xtlogit union age grade south year, i(id) fe nolog > note: multiple positive outcomes within groups encountered. > note: 2744 groups (14165 obs) dropped due to all positive or > all negative outcomes. > > Conditional fixed-effects logistic regression Number of obs = > 12035 > Group variable (i): idcode Number of groups = > 1690 > > Obs per group: min = > 2 > avg = > 7.1 > max = > 12 > > LR chi2(4) = > 68.46 > Log likelihood = -4515.9536 Prob > chi2 = > 0.0000 > > ------------------------------------------------------------------------------ > union | Coef. Std. Err. z P>|z| [95% Conf. > Interval] > -------------+---------------------------------------------------------------- > age | .0758677 .0960711 0.79 0.430 -.1124282 > .2641637 > grade | .0857237 .0418685 2.05 0.041 .0036629 > .1677845 > south | -.7469976 .1249048 -5.98 0.000 -.9918065 > -.5021887 > year | -.059335 .0967972 -0.61 0.540 -.249054 > .1303839 > ------------------------------------------------------------------------------ > > . mfx compute, predict(pu0) > > Marginal effects after clogit > y = Pr(union|fixed effect is 0) (predict, pu0) > = .16861097 > ------------------------------------------------------------------------------ > variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] > X > ---------+-------------------------------------------------------------------- > age | .0106352 .02044 0.52 0.603 -.029435 .050705 > 30.538 > grade | .0120169 .03911 0.31 0.759 -.064646 .088679 > 12.7934 > south*| -.099099 .32063 -0.31 0.757 -.727525 .529327 > .381388 > year | -.0083177 .01301 -0.64 0.522 -.033809 .017174 > 79.6184 > ------------------------------------------------------------------------------ > (*) dy/dx is for discrete change of dummy variable from to 1 > > . listcoef, p > > clogit (N=12035): Percentage Change in Odds > > Odds of: 1 vs 0 > > -------------------------------------------------- > union | b z P>|z| % > -------------+------------------------------------ > age | 0.07587 0.790 0.430 7.9 > grade | 0.08572 2.047 0.041 9.0 > south | -0.74700 -5.981 0.000 -52.6 > year | -0.05934 -0.613 0.540 -5.8 > -------------------------------------------------- > > With this, the interpretation is > For each additional grade the odds of being in a union increase by 9% > holding all other variables constant. > > or, > Working in the south reduces the odds of being in a union by 53% > > Hope this helps, > Scott > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > Yours, CLIVE NICHOLAS, Politics Building, School of Geography, Politics and Sociology, University of Newcastle-upon-Tyne, Newcastle-upon-Tyne, NE1 7RU, United Kingdom. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: beginnerXs ask about Xtlogit probabilities***From:*"Scott Merryman" <smerryman@kc.rr.com>

**References**:**Re: st: beginnerXs ask about Xtlogit probabilities***From:*Nick Varian <nk7_br@yahoo.com.br>

**Re: st: beginnerXs ask about Xtlogit probabilities***From:*"Scott Merryman" <smerryman@kc.rr.com>

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