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Re: st: Problems with calculating marginal effects for categorical variables in ologit models


From   "Eva Poen" <eva.poen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problems with calculating marginal effects for categorical variables in ologit models
Date   Wed, 23 Apr 2008 10:23:23 +0100

Lina,

I cannot reproduce this error. The following example works fine for me
in Stata 9 and 10. -which margeff- returns
*! Version 2.1.7  (10 March 2008)
on my machine.


*** example
sysuse auto, clear
xi: ologit rep78 foreign i.headroom [pweight=price]
margeff
margeff, dummies(_I*)
*** end

If this example doesn't work for you, try updating -margeff-. It might
be out of date. Also, tell us which version of Stata you are using.

Eva


2008/4/23 Lina Jonsson <lina.jonsson@vti.se>:
> Hello.
>
>  I recieve the same error message when I'm using margeff after ologit.
>
>  When entering:
>
>  xi: ologit F24 i.SDO i.F17_A [pweight=VIKT] if F24!=6
>  margeff, dummies(_I*)
>
>
>  I recieve:
>
>  [_cut1] not found
>  r(111);
>
>  But I don't think the problem lies within the dummies option because I recieve the same error message when I'm using the margeff command without specifying , dummies(_I*)
>
>  Any ideas what could be the problem?
>
>  Best regards
>
>  /Lina Jonsson
>
>
>
>  > -----Ursprungligt meddelande-----
>  > Från: owner-statalist@hsphsun2.harvard.edu
>  > [mailto:owner-statalist@hsphsun2.harvard.edu] För Joao Ricardo F. Lima
>  > Skickat: den 22 april 2008 13:31
>  > Till: statalist@hsphsun2.harvard.edu
>  > Ämne: Re: st: Problems with calculating marginal effects for
>  > categorical variables in ologit models
>  >
>  > Eva,
>  >
>  > or then
>  >
>  > margeff, dummies(d*)
>  >
>  > because he said "D are all dummies for which you want to
>  > calculate the marginal
>  > > effects" not B.
>  >
>  > Best,
>  >
>  > Joao Lima
>  >
>  >
>  > 2008/4/22, Eva Poen <eva.poen@gmail.com>:
>  > > I cannot reproduce your problem using the auto data (see example
>  > > below). Btw, it's unlikely that you have literally typed -Margeff,
>  > > dummies (B *)-. Instead, you probably wrote -margeff, dummies(B*)-.
>  > >
>  > > Also, you said "D are all dummies for which you want to
>  > calculate the
>  > > marginal effects". The option -dummies- does not mean that marginal
>  > > effects will be calculated only for these variables. The option
>  > > ensures that, for the process of calculating marginal effects, only
>  > > one of the dummies will be set equal to 1, while all others
>  > are set to 0.
>  > >
>  > > If you send the exact code of your ologit model and the margeff
>  > > command to the list, people will be more likely to help.
>  > >
>  > > Eva
>  > >
>  > > ** example
>  > > sysuse auto, clear
>  > > tab headroom, gen(hr) /* create dummies */ ologit rep78
>  > foreign  hr1
>  > > hr2 hr3 hr4 hr5 hr6 hr7 margeff, dummies(hr*)
>  > > ** end of example
>  > >
>  > >
>  > >
>  > >
>  > > 2008/4/22, MANUELFERN.FLORES@rai.usc.es
>  > <MANUELFERN.FLORES@rai.usc.es>:
>  > > > Dear users,
>  > > >
>  > > >  My question is following one: I do not know how to calculate
>  > > > average marginal effects (AME) for categorical variables
>  > with more
>  > > > than two categories?
>  > > >  In my ordered logit model, I have a dependent variable with 4
>  > > > categories and 5 categorical explanatory variables, 3 of
>  > them with
>  > > > more than two categories. I tried to implement the method
>  > of Tamás
>  > > > Bartus which is decribed in his article "Estimation of
>  > marginal effects using margeff"
>  > > > (2005). His suggestion is to use the following command:
>  > > >  Margeff, dummies (B *)
>  > > >  where D are all dummies for which you want to calculate the
>  > > > marginal effects.
>  > > >  The problem is that by trying to do this I got the
>  > following error:
>  > > > "[_cut1] not found" r(111)
>  > > >
>  > > >  I would appreciate very much any suggestions.
>  > > >
>  > > >  *
>  > > >  *   For searches and help try:
>  > > >  *   http://www.stata.com/support/faqs/res/findit.html
>  > > >  *   http://www.stata.com/support/statalist/faq
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>  > > >
>  > >
>  > > *
>  > > *   For searches and help try:
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>  > > *   http://www.ats.ucla.edu/stat/stata/
>  > >
>  >
>  >
>  > --
>  > -------------------------------
>  > Joao Ricardo Lima
>  > Professor
>  > UFPB-CCA-DCFS
>  > +553138923914
>  > -------------------------------
>  >
>  > *
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>  >
>
>  *
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>

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