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Re: st: Marginal effects


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Marginal effects
Date   Mon, 21 Apr 2008 12:01:42 -0300

Thanks Maarten,

I'm going to do that.

Best,

Joao Lima

2008/4/20, Maarten buis <maartenbuis@yahoo.co.uk>:
> 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>:
> > > --- Josť 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
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> > > *   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/
>


-- 
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------

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