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st: mfx with xtlogit


From   Alejandro Delafuente <alejandro.delafuente@sant.ox.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: mfx with xtlogit
Date   Tue, 26 Feb 2008 10:19:12 +0000

Dear statalisters,

I estimated marginal effects after running xtlogit with fixed effects as 
follows:

xtlogit depvar independentvars, i(folio) fe
mfx, predict(pu0)

Where depvar indicates reception of transfers. All the marginal effects of 
interest are insignificant (most of which are dummy variables), except for one 
variable which has few observations across my 3-round panel. This came as a 
surprise for two reasons: 
1) the xtlogit coefficients for some of those same 
variables were significant; 
2) I had run probit over the pooled sample (ie: dprobit depvar indepvars)and 
xtprobit (ie: xtprobit depvar indepvars, re) BEFORE xtlogit  and some of those 
same coefficients were highly significant as well.

My understanding is that there isn't one single way for capturing marginal 
effects after xtlogit, but am a bit puzzled with what I've found thus far and 
wonder whether other commands for estimating mfx after xtlogit exist? Or any 
advice as to why this insignificancy might be taking place?

Thanks,

Alejandro
-- 
Alejandro de la Fuente
Department of International Development/QEH
University of Oxford, Mansfield Road, Oxford OX1 3TB
Tel: 01865 281836

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