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From |
rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: mfx after xtmelogit |

Date |
Sun, 01 Mar 2009 15:44:06 -0600 |

Federico Belotti <f.belotti@econometrics.it> writes: > I've a problem with mfx after xtmelogit. The error I get is the following: > data have changed since estimation r(459); > You can try using the following commands and observe the error alone: > webuse bangladesh > xtmelogit c_use urban age child* || district: urban > mfx, eyex predict(mu) Federico has encountered a bug in -mfx- after -xtmelogit-, and we will fix this bug in a future ado update. Unforunately, the resolution of this bug is merely trading one error message for another one. The error message arises because the -mu- prediction includes estimated random effects, which are not estimated as part of the model but obtained postestimation. Estimated random effects are stochastic quantities similar to residuals. Since they are not estimated as model coefficients, their inclusion in -mfx- calculations is dubious since any error in estimation is not reflected in the standard errors for the marginal effects. As such, after the bug is fixed Federico will instead encounter . mfx, eyex predict(mu) predict() expression mu unsuitable for marginal-effect calculation r(119); but, more importantly, he will then have the option of specifying -force- to force the calculation to go through. -force- comes at a price however; standard errors will not be valid. See -help mfx- for more details about the -force- option. Finally, Martin Weiss <martin.weiss1@gmx.de> points out that this does not occur with -xtmixed-. That is because the default prediction for -xtmixed- does not include any random effects. --Bobby rgutierrez@stata.com * * 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: mfx after xtmelogit***From:*Federico Belotti <f.belotti@econometrics.it>

**Re: st: mfx after xtmelogit***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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