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st: RE: RE: mfx after xtnbreg and how to compute predicted Y


From   "Pek-Hooi Soh" <phsoh22@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: mfx after xtnbreg and how to compute predicted Y
Date   Sun, 19 Oct 2008 11:47:21 -0700

Hi Nick, 

I was told that the coefficients of non linear models cannot be used
directly for interpretation, and I should use mfx that give the marginal
effects (exp(B),I think). In the table, the dydx column output is the same
as the coefficients of xtnbreg, the x column is the only extra information.
What is x?  

Cheers,

Pek


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: October-19-08 11:21 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: mfx after xtnbreg and how to compute predicted Y

-mfx- is giving you extra information for the model you just ran. 

The help for -xtnbreg postestimation- indicate how to get predictions in
Stata. There is no need to resort to any other software. 

Nick 
n.j.cox@durham.ac.uk 

Pek-Hooi Soh

I have a count panel data model with interaction terms where the terms
are mean centered.  

I estimated the full model by -xtnbreg- and ran -mfx-.  The marginal effect
table presents the same coefficients and standard errors as the table for
-xtnbreg-. Is this possible?

If I do get the correct -mfx- output, how do I compute predicted Y? Do I
have
compute y = exp(XB) where B stores marginal effects separately in Excel ?

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