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From |
David Airey <david.airey@vanderbilt.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: mlogit and mfx -- statistical significance |

Date |
Tue, 25 Mar 2008 07:40:10 -0500 |

.

I will do it for you then.

It would be helpful if Stata reported the baseline odds to help interpretation.

On Mar 25, 2008, at 6:26 AM, Maarten buis wrote:

The reason for such a difference is that there is a subtle difference

in what these two measures measure: The output from -mlogit- gives you

a test whether the odds ratio (*) is significantly different from 1,

while -mfx- gives you a change in probabilities.

Say the odds ratio is 10, but the baseline odds is .0001 success for

every failure, so we are talking about comparing a odds of .0001 with

an odds of .001, which corresponds to a probabilities .00009999 and

.000999, leading to a risk difference (result of -mfx-) of .00089901 .

So a big sounding odds ratio of 10 can easily correspond to a very

small sounding risk difference of .0009 . The reason is that by

computing the ratio of odds, the baseline odds drops out, so whith odds

ratios you only look groups are different but leave out the fact that

those differences hardly matter if probability of success is very high

or very low for everybody.

Hope this helps,

Maarten

(*) Some disciplines don't call the parameters of -mlogit- log odds

ratios, but they are the log of a ratio of odds, so I think the other

disciplines are correct in refering to them as log odds ratios, for

http://www.stata.com/statalist/archive/2007-02/msg00085.html

Ps. has anybody noticed that I have refrained from repeating my

favourite feature request?

--- David Zetland <dzetland@gmail.com> wrote:

Can anyone explain why some RHS vars are significant in <mlogit> but not in <mfx> (and vice versa)? I have several RHS dummies, but the problem also shows up with <margeff> Should I care? What can be done about it? How do I interpret results? I have searched the FAQs and forums and seen similar questions but no answers -- The measure of a man is what he does with power. -- Plato David Zetland (http://ssrn.com/author=354433) 530-848-9208 PhD Candidate, Agricultural & Resource Economics, UC Davis * * 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/----------------------------------------- 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/ ----------------------------------------- __________________________________________________________ Sent from Yahoo! Mail. More Ways to Keep in Touch. http://uk.docs.yahoo.com/nowyoucan.html * * 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/

-- David C. Airey, Ph.D. Pharmacology Research Assistant Professor Center for Human Genetics Research Member Department of Pharmacology School of Medicine Vanderbilt University Rm 8158A Bldg MR3 465 21st Avenue South Nashville, TN 37232-8548 TEL (615) 936-1510 FAX (615) 936-3747 EMAIL david.airey@vanderbilt.edu URL http://people.vanderbilt.edu/~david.c.airey/dca_cv.pdf URL http://www.vanderbilt.edu/pharmacology * * 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/

**References**:**Re: st: mlogit and mfx -- statistical significance***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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