[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: mfx with xtlogit

From   Johannes Geyer <>
Subject   Re: st: mfx with xtlogit
Date   Tue, 26 Feb 2008 11:44:09 +0100

Dear Alejandro,

it happens that coefficients are significant and marginal effects not. 
They simply depend on all other coefficients which makes it hard to 
predict their significance - e.g. it might be important to decide whether 
to include insignificant coefficients of other variables in your 
You have to decide over which marginal effect to calculate - did you try 
-margeff- by Tamas Bartus? In my view it is more flexible than mfx. You 
can e.g. calculate average marginal effects, i.e. calculate the mean 
effect in your sample (margeff can do this) or simply evaluate your 
function at sample means (mfx default). If your sample is small you could 
also think of bootstrapping standard errors of marginal effects.

Hope that helps,


Johannes Geyer
Deutsches Institut für Wirtschaftsforschung (DIW Berlin)
German Institute for Economic Research 
Department of Public Economics
DIW Berlin
Mohrenstraße 58
10117 Berlin
Tel: +49-30-89789-258

Alejandro Delafuente <> 
Gesendet von:
26/02/2008 11:20
Bitte antworten an


st: mfx with xtlogit

Dear statalisters,

I estimated marginal effects after running xtlogit with fixed effects as 

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 
variable which has few observations across my 3-round panel. This came as 
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 
xtprobit (ie: xtprobit depvar indepvars, re) BEFORE xtlogit  and some of 
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 
wonder whether other commands for estimating mfx after xtlogit exist? Or 
advice as to why this insignificancy might be taking place?


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

*   For searches and help try:

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index