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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Marginal effects |

Date |
Sun, 20 Apr 2008 13:32:01 +0100 (BST) |

The marginal effects in -mlogit- get a bit ugly, that is the computation is not difficult, it is just long so many opportunities to make a typo, see for instance: http://www.stata.com/statalist/archive/2007-09/msg00505.html -- Maarten --- "Joao Ricardo F. Lima" <jricardofl@gmail.com> wrote: > Maarten and Statalisters, > > I'm having this same problem to calculate marginal effects but using > mlogit. > First I don't know how to calculate the xb only to the outcome==1, > for example. > Second I can't use normalden and I don't find the density function > logistic in Stata. > > > #delimit ; > > local xb "_b[_cons] + > > _b[grade]*`mgr' + > > _b[grade2]*`mgr'^2 + > > _b[ttl_exp]*`mttl' + > > _b[ttl_expXgrade]*`mttl'*`mgr' " ; > > > > > > nlcom normalden(`xb') * > > (_b[grade] + 2*_b[grade2]*`mgr' + > > _b[ttl_expXgrade]*`mttl') ; > > #delimit cr > > > Could you please give me an advice? > > Thank you, > > Joao Ricardo > > 2008/3/22, Maarten buis <maartenbuis@yahoo.co.uk>: > > --- José C. <jcreu@bol.com.br> wrote: > > > Maarten specifically thinking about the case of Probit - not > always > > > the product of the variables includes a variable dummy. For > instance, > > > as independent variables some models consider: > > > > > > y education education(to the square) experience > > > educationXexperience > > > > > > If I use a command as the mfx - the marginal effect just > considers > > > the associated coefficient the education and the correct would > be: > > > > > > dy/d.education = 1 + 2.education(mean) + experience (mean) - if I > use > > > mfx with medium effects. > > > > > > Some statistical packages allow logical (as product of terms) > > > operations and later the linearization of the equations. In > Stata, I > > > already have to do that creating variables before defining the > > > equation. To estimate the equation in itself - that doesn't cause > any > > > problem but to establish marginal effects. I easily can calculate > the > > > marginal effects manually starting from the equation but I don't > have > > > s.e. or intervals of the estimates. > > > > As I said, I was trying to interpret your question. I assumed you > had a > > dummy because you refered to logical operations (AND, OR, NOT, > which > > result in either true (1) or false (0)) instead of arithmatic > > operations (addition, multiplication, etc). > > > > Notice that the formula you give is the marginal effect of > education on > > > > the linear predictor (xb) and not on the probability. Below is an > > example that shows you the marginal effect of education (grade) for > > average values on all explanatory variables. However, I don't think > > that it is a good idea to add all kinds of non-linearities to your > > model and than try to summarize the effect with one number. That > > defeats the very purpose of adding those non-linearities. For > instance, > > you add interactions because you think that the effect of education > is > > different for people with different amounts of experience. By > > summarizing the effect of eductation with 1 number you throw all > that > > information away again. > > > > *------------- begin example --------------------- > > sysuse nlsw88, clear > > > > gen grade2 = grade^2 > > gen ttl_expXgrade = ttl_exp*grade > > probit union grade grade2 ttl_exp ttl_expXgrade > > > > sum grade if e(sample) > > local mgr = r(mean) > > sum ttl_exp if e(sample) > > local mttl = r(mean) > > > > > > #delimit ; > > local xb "_b[_cons] + > > _b[grade]*`mgr' + > > _b[grade2]*`mgr'^2 + > > _b[ttl_exp]*`mttl' + > > _b[ttl_expXgrade]*`mttl'*`mgr' " ; > > > > > > nlcom normalden(`xb') * > > (_b[grade] + 2*_b[grade2]*`mgr' + > > _b[ttl_expXgrade]*`mttl') ; > > #delimit cr > > *-------------- end example --------------------- > > (For more on how to use examples I sent to the Statalist, see > > http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) > > > > 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/ > > ----------------------------------------- > > > > > > __________________________________________________________ > > 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/ > > > > > -- > ------------------------------- > Joao Ricardo Lima > Professor > UFPB-CCA-DCFS > +553138923914 > ------------------------------- > > * > * 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. A Smarter Email 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/

**Follow-Ups**:**Re: st: Marginal effects***From:*"Joao Ricardo F. Lima" <jricardofl@gmail.com>

**Re: st: Marginal effects***From:*"Tamas Bartus (tbartus)" <tamas.bartus@uni-corvinus.hu>

**References**:**Re: st: Marginal effects***From:*"Joao Ricardo F. Lima" <jricardofl@gmail.com>

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