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Re: st: Marginal Effects: Logit Transformation


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Marginal Effects: Logit Transformation
Date   Wed, 12 Sep 2007 20:59:31 +0100 (BST)

--- "Ana R. Rios" <arorigal@yahoo.com> wrote:
> I am using a logit transformation to estimate a model
> where the dependent variable is a proportion.  After
> estimating the model using OLS, how can I get the
> marginal effects and standard errors of the marginal
> effects?

It is better to either go for a beta regression using -betafit-
(downloadable from ssc) or use a fractional logit (-glm- with the
-family(binomial)- and -robust- options) as described in my
presentation at the UK Stata Users' meeting last year (for that and
more see: http://home.fsw.vu.nl/m.buis/software/betafit.html). The
presentation also describes tools to get marginal effects for those
models.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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