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

From   "Arne Risa Hole" <>
Subject   Re: st: nlcom code for marginal effect on interaction of continuos variables after clogit
Date   Fri, 25 Jul 2008 11:21:17 +0100


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:

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.


On 24/07/2008, Erasmo Giambona <> 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
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