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st: RE: marginal effects in fixed-effect logit model


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: marginal effects in fixed-effect logit model
Date   Tue, 4 Oct 2005 17:04:59 -0500

After -mfx compute- you don't get an error?  Try the pu0 predict option.

. sysuse auto

. qui xtlogit fore mpg, i(rep) fe

. mfx 
predict() expression  unsuitable for marginal-effect calculation
r(119);

. mfx, predict(pu0)

Marginal effects after xtlogit
      y  = Pr(foreign|fixed effect is 0) (predict, pu0)
         =   .9335091
----------------------------------------------------------------------------
variable |      dy/dx    Std. Err.     z    P>|z|  [    95% C.I.   ]      X
---------+------------------------------------------------------------------
     mpg |   .0075941      .00548    1.39   0.166  -.003148  .018336
21.5932
----------------------------------------------------------------------------

Scott



> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Arkes, Jeremy
> Sent: Tuesday, October 04, 2005 11:58 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: marginal effects in fixed-effect logit model
> 
> Hi,
> 
> I've been trying to calculate marginal effects in a fixed-effect logit
> model, with the XTLOGIT command.  My model is the following:
> 
> xtlogit y x1 x2 x3 x4, i(hhid) fe
> 
> The model runs fine and has 2 of the X variables being significant.  When
> I do "mfx compute" after the model, the output indicates "no effect" for
> each X variable.
> 
> Is there something I might be missing?
> 
> Thanks,
> 
> Jeremy
> 


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