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st: Re: How to calculate marginal effects after xtlogit, fe?


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: How to calculate marginal effects after xtlogit, fe?
Date   Tue, 2 Mar 2004 20:11:22 -0600

-mfx compute- will compute the marginal effects after -xtlogit, fe-  with the
predict(pu0) option.  The pu0 comes from -clogit- which also estimates
conditional fixed-effects logit
models.

I am not sure why "no effect" is reported when using the -predict(p)- option.

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

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

. mfx compute, predict(pu0) nose

Marginal effects after clogit
      y  = Pr(union|fixed effect is 0) (predict, pu0)
         =  .16861097
-------------------------------------------------------------------------------
                        variable |          dy/dx                 X
---------------------------------+---------------------------------------------
                             age |        .0106352             30.538
                           grade |        .0120169            12.7934
                           south*|        -.099099            .381388
                            year |       -.0083177            79.6184
-------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1

. mfx compute, predict(p) nose

Marginal effects after clogit
      y  = Pr(union|single outcome w/i idcode) (predict, p)
         =          1
-------------------------------------------------------------------------------
                        variable |          dy/dx                 X
---------------------------------+---------------------------------------------
                             age |       (no effect)           30.538
                           grade |       (no effect)          12.7934
                           south*|       (no effect)          .381388
                            year |       (no effect)          79.6184
-------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1


Hope this helps,
Scott

----- Original Message ----- 
From: "Bo MacInnis" <bmacinni@pacbell.net>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 02, 2004 6:54 PM
Subject: st: How to calculate marginal effects after xtlogit, fe?


> Hi,
>
> Would anyone help me to calculate the marginal effect of a binary regressor
> after I estimate a fixed effect conditional logit? "mfx compute" gives me
> something that I am afraid is not what I am looking for.
>
> Thank you so much,
> Bo MacInnis

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