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st: RE: Calculation of the marginal effects in multinomial logit


From   "Kallimanis, Bellinda" <[email protected]>
To   <[email protected]>
Subject   st: RE: Calculation of the marginal effects in multinomial logit
Date   Wed, 27 Dec 2006 15:20:29 -0500

Have you looked at -prchange-? This is part of the spost package by J.
Scott Long and Jeremy Freese. I don't believe it provides the standard
errors, however it will give you all marginal effects. To find out more
www.indiana.edu/~jslsoc/spost.htm or -findit spost-

HTH
Bellinda


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: Wednesday, December 27, 2006 1:17 AM
To: [email protected]
Subject: st: Calculation of the marginal effects in multinomial logit

Dear Listers, 

I am trying to calculate the marginal effects at every observation for a

multinomial logit model. As I understood, the mfx command in STATA 
calculates the marginal effect at the mean of the independent variables,

which is not correct for multinomial logit models since marginal effects

are nonlinear in the independent variables. So I have two questions:

1. Is there an easy way to make mfx to calculate the marginal effect at 
each observation instead of manually entering the values for each 
observation?

2. Is there an easy way to calculate the standard errors of the marginal

effects?

Any help would be appreciated.  Thanks! 


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