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Re: st: -mfx- after poisson


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -mfx- after poisson
Date   Sat, 29 Apr 2006 15:52:55 -0500

At 02:32 PM 4/29/2006, you wrote:
I have a balanced panel of 3 years with approximately 800 individuals
in each year (thus 2400 observations more or less).  I ran a poisson
MLE with clustered and robust standard error correction.  There were
several variables as regressors, but three worth mentioning (because
I think they are causing the problem) are

i.year
i.fip
i.year*i.fip

That is, I am controlling for year, state and state-year fixed
effects, and am using xi:poisson.
Some suggestions:

1) Those interaction terms may cause you grief no matter what you do. See

http://www.stata.com/support/faqs/stat/mfx_interact.html

2) Use the -nose- option on mfx. mfx runs much quicker if you don't calculate standard errors. Other speeding up suggestions are at

http://www.stata.com/support/faqs/stat/mfx_speed.html

3) Download and try -margeff-. It doesn't work with every command, but when it does work it tends to be much quicker than -mfx-. It will also let you save the marginal effects in a format that is easy to input into -estout-. Its -dummies- option might be a way of dealing with your interactions.

4) Yes, prchange is often a very good alternative to -mfx-. That might be the route I would go.

5) Try -findit marginal effects- to see if something else seems to meet your needs.


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Richard Williams, Notre Dame Dept of Sociology
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