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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: mfx after xtmelogit |

Date |
Sun, 1 Mar 2009 22:55:57 +0100 |

<> "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." But -xtmepoisson- does suffer from the same deficiency? *********** webuse epilepsy, clear xtmepoisson seizures treat lbas lbas_trt lage v4 || subject: mfx compute *********** HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Sunday, March 01, 2009 10:44 PM Subject: Re: st: mfx after xtmelogit

Federico Belotti <f.belotti@econometrics.it> writes:I've a problem with mfx after xtmelogit. The error I get is thefollowing: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 fixthis bug in a future ado update. Unforunately, the resolution of this bugismerely trading one error message for another one.The error message arises because the -mu- prediction includes estimatedrandomeffects, which are not estimated as part of the model but obtainedpostestimation. Estimated random effects are stochastic quantitiessimilar toresiduals. Since they are not estimated as model coefficients, theirinclusion in -mfx- calculations is dubious since any error in estimationisnot 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-toforce the calculation to go through. -force- comes at a price however;standard errors will not be valid. See -help mfx- for more details aboutthe-force- option. Finally, Martin Weiss <martin.weiss1@gmx.de> points out that this does notoccur with -xtmixed-. That is because the default predictionfor -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/

* * 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/

**References**:**Re: st: mfx after xtmelogit***From:*rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)

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