Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: marginal effect in random effect logit model


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: marginal effect in random effect logit model
Date   Mon, 22 Mar 2004 17:36:57 -0600

-mfx- uses the default predict option when calculating the marginal effects.
For -xtlogit, re- the default is fitted values, xb.  I suspect you want -mfx,
predict(pu0)- where pu0 is the  predicted probability, Pr(depvar=1 assuming
u_i=0).


Scott

----- Original Message ----- 
From: "Pallab Mozumder" <pallab74@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, March 22, 2004 12:00 PM
Subject: st: marginal effect in random effect logit model


> Hi Listers,
> I am running a simple random effect logit model with 3 independent variable
> [2 of them are dummy variables (with 0 and 1) and the other one is
> continuous variable]. When I try to compute the marginal effets at the mean
> level (with "mfx compute"), i get the same value of (dy/dx), st. error and
> significance level as I got for the coefficients of the original random
> effect model. It looks a little odd to me. Can anybody tell me what's wrong
> I am doing and how to do it correctly.
>
> Thank you in advance.
>
> chanchal
>

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index