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Re: st: too large standard errors of marginal effects after multinomial logit model


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: too large standard errors of marginal effects after multinomial logit model
Date   Tue, 30 May 2006 19:02:58 -0500

At 03:23 PM 5/30/2006, dpeng@umsis.miami.edu wrote:
When I calculate the marginal effects after multinomial logit model using the
command "mfx compute, predict (outcome(1))", Stata gives me very large standard
errors and all p values are equal to 1. Dose anyone know the reason of this
problem and how to solve it? Many thanks.
You might try getting the -margeff- command from SSC and see if it fares any better. If nothing else, it is faster. Include the -at(mean)- option to make it comparable to mfx.

You might also try something like

bysort y: sum x1 x2 x3 x4

This will show you if, say, one or more of the xs has little or no variability within a category of y. That can sometimes cause problems. With multiple-outcome models like mlogit or gologit2, spreading the data too thin can create complications.


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Richard Williams, Notre Dame Dept of Sociology
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