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

[Richard Williams <Richard.A.Williams.5@ND.edu>]

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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