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From |
"Scott Merryman" <smerryman@kc.rr.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: Re: Interpretation of marginal effects in mlogit |

Date |
Mon, 26 Jan 2004 21:23:16 -0600 |

It is true that for multinomial logit models, the marginal effects can change sign depending on where the independent variables are being evaluated. I would recommend "Regression Models for Categorical Dependent Variables Using Stata, Revised Edition" by J. Scott Long, Jeremy Freese. They have provided a series of useful commands for the post-estimation interpretation for discrete dependent models. These can be located within Stata by typing -findit spostado- In particular you may find -prchange- useful, which will compute the change in the predicted probability for a discrete change in the independent variable. Another possibility would be calculate the average of the marginal effects, try -findit margin- Hope this helps, Scott ----- Original Message ----- From: "Tesfayi Gebre" <tesfaron@yahoo.com> To: <statalist@hsphsun2.harvard.edu> Sent: Sunday, January 25, 2004 5:12 PM Subject: st: Re: Interpretation of marginal effects in mlogit > Dear Statalister, > > I used multinomial logit regression to estimate > occupational choice model (I have 5 possibilities). > However, the interpretation of both the estimated > coefficients and the marginals is not straight > forward. Econometrics books, such as Green (2000) warn > against using the estimates for interpretation. For > instance, Powers and Xie (2000) recommend using the > odd-ratios for interpretation (since the marginals may > not have the same sign as the coefficients). > > My question is how do you interpret the marginals from > mlogit? If the results are difficult for > interpretation, then what is the benefit of using > mlogit? > > Best regards > Tesfayi > > * * 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/

**References**:**st: Re: Interpretation of marginal effects in mlogit***From:*Tesfayi Gebre <tesfaron@yahoo.com>

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