[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
pradeep.kurukulasuriya@yale.edu |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Estimating marginal effects of linear and quadratic term from a logit regression |

Date |
Mon, 8 Nov 2004 08:54:50 -0500 |

You are a star! thank you so much for the explanation and time taken to answer my question. I will try as you suggest. Thanks again! Pradeep Quoting maartenbuis <maartenbuis@yahoo.co.uk>: > Dear Pradeep, > > The example I have given can also serve as warning about summerizing > > a nonlinear effect with one parameter. Look at the graph: early on > mpg has a very strong effect but it has flattened out when it has > reached its mean, so the marginal effect at its mean is very small. > > If you do not plot the probability against the x of interest you > might miss these aspects. > > Maarten > > #delim ; > sysuse auto; > > gen mpg2=mpg^2; > > logit foreign price weight mpg mpg2; > > sum price, meanonly; > local price = r(mean); > > sum weight, meanonly; > local weight = r(mean); > > sum mpg, meanonly; > local mpg = r(mean); > > gen gr_mpg = 11 + _n; > gen pr=. ; > > forvalues i= 12/41 { ; > replace pr= invlogit(_b[_cons] + _b[weight]*`weight' + > _b[price]*`price' + _b[mpg]*`i' + _b[mpg2]*`i'^2) if gr_mpg==`i' ; > }; > > line pr gr_mpg if gr_mpg <=41, xline(`mpg'); > > > nlcom( > exp(_b[_cons] + _b[price]*`price' + _b[weight]*`weight' + _b > [mpg]*`mpg' + _b[mpg2]*`mpg'^2)/ > (1+exp(_b[_cons] + _b[price]*`price' + _b[weight]*`weight' + _b > [mpg]*`mpg' + _b[mpg2]*`mpg'^2))^2* > (_b[mpg]+2*_b[mpg2]*`mpg') > ); > > > > > * > * 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/ > * * 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**:**Re: st: Estimating marginal effects of linear and quadratic term from a logit regression***From:*"maartenbuis" <maartenbuis@yahoo.co.uk>

- Prev by Date:
**Re: st: Estimating marginal effects of linear and quadratic term from a logit regression** - Next by Date:
**st: get summary files from svytab** - Previous by thread:
**Re: st: Estimating marginal effects of linear and quadratic term from a logit regression** - Next by thread:
**st: Seeking a STATA program for estimating a two-way fixed effect model where the panel is unbalanced** - Index(es):

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