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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

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

Subject |
st: marginal effects |

Date |
Mon, 9 Mar 2009 19:55:50 +0000 (GMT) |

--- Mark W. Smith wrote to me privately: > Puneet Singhal's example uses a log link. Do you think it would be best > to specify "mfx, dyex" rather than "mfx" (= "mfx, dydx")? Suppose > that a regular regression model (no log link) can be written as > > y = x'B. > > Of course dy/dx = B. > > In the GLM model with log link, > > E[y|x] = exp(x'B) > > and so dy/dx does not equal B. > > This is why I worry that using "mfx" (= "mfx, dydx") is not correct for > a model with a log link. The point of -mfx- is to get effects that are not equal to B, exactly because of the mechanism you specify. So, -mfx, dydx- will produce the first derivative/slope/effect of the curve E[y|x] at the specified levels of x (by default the means if you don't specify the -at()- option). Therefore, I think that -mfx, dydx- is the correct specification for this situation. Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * 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/

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