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From |
"Mussida Chiara" <chiara.mussida@unicatt.it> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RIF: st: mfx with xtlogit |

Date |
Tue, 26 Feb 2008 12:05:59 +0100 |

the mfx default does not correspond to the median of the dependent variable evaluated at sample means of independent variables? to evaluate at the mean I guess it is necessary to predict the mean of the dependent variable before mfx chiara -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu per conto di Johannes Geyer Inviato: mar 26/02/2008 11.44 A: statalist@hsphsun2.harvard.edu Cc: Oggetto: Re: st: mfx with xtlogit 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 calculation. 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 ---------------------- 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 <alejandro.delafuente@sant.ox.ac.uk> Gesendet von: owner-statalist@hsphsun2.harvard.edu 26/02/2008 11:20 Bitte antworten an statalist@hsphsun2.harvard.edu An statalist@hsphsun2.harvard.edu Kopie Thema st: mfx with xtlogit 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 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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**Follow-Ups**:**Re: RIF: st: mfx with xtlogit***From:*Johannes Geyer <JGeyer@diw.de>

**References**:**Re: st: mfx with xtlogit***From:*Johannes Geyer <JGeyer@diw.de>

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