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From |
"Arne Risa Hole" <arnehole@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: nlcom code for marginal effect on interaction of continuos variables after clogit |

Date |
Fri, 25 Jul 2008 11:21:17 +0100 |

Erasmo, You cannot calculate marginal effects following a fixed effects logit, with or without interactions, since the fixed effects are not estimated. See for instance the following thread: http://www.stata.com/statalist/archive/2005-10/msg00464.html Note that my -nlcom- code did not relate to the fixed effects logit but to McFadden's choice model which is equivalent computationally but very different conceptually. Arne On 24/07/2008, Erasmo Giambona <e.giambona@gmail.com> wrote: > Dear Statalisters, > > I have a panel dataset with a (0,1) dependent variable (d), where d=1 > means that the firm has merged with another firm. The model looks as > follows: > > dit = axit + byit + c(xit*yit) + fzit + gwit + ei, where xit, yit, > zit, wit are continuous independent variables for firm i at time t, > and (xit*yit) is the interaction of these two continous variables. I > am estimating the model with clogit. I am interested in gaining some > insights on the marginal effects of the interaction terms. In > particular, I would like to see what is the percentage point increase > in the probability of a merger as x increase by 1 standard deviation > (or 1 percentage point), y is set at its 75th percentile and the > remaining two regressors (e.g., z and w) are set at their sample mean. > > I understand that this is not an easy task. I found a thread (e.g., > "clogit marginal effects?") in Statalist where Arne Risa Hole provides > an nlcom that could be used after clogit, but it does not fit what I > need. > > Can anyone provide any help on the nlcom code needed to obtain the > result that I am looking for? > > Thanks, > Erasmo > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: nlcom code for marginal effect on interaction of continuos variables after clogit***From:*"Erasmo Giambona" <e.giambona@gmail.com>

**References**:**st: nlcom code for marginal effect on interaction of continuos variables after clogit***From:*"Erasmo Giambona" <e.giambona@gmail.com>

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