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Re: st: AW: marginal effects after xtlogit


From   Shuaizhang Feng <[email protected]>
To   [email protected]
Subject   Re: st: AW: marginal effects after xtlogit
Date   Mon, 30 Nov 2009 15:03:26 -0800 (PST)

Thanks for the clarification. 

But what should I do after running xtlogit , in order to get results on average marginal effect that are comparable to "logit" and then "margins, dydx(*)"? I have looked at the help files but could not figure this out. 


--- On Mon, 11/30/09, Martin Weiss <[email protected]> wrote:

> From: Martin Weiss <[email protected]>
> Subject: st: AW: marginal effects after xtlogit
> To: [email protected]
> Date: Monday, November 30, 2009, 4:54 PM
> 
> <> 
> 
> Note that the default prediction after -xtlogit, re- is the
> linear
> prediction, as seen in -help xtlogit postestimation-. For
> -logit-, it is the
> probability. I guess this is the source of the confusion:
> -margins- uses the
> default -predict- option after the respective estimation
> command, unless
> instructed otherwise...
> 
> 
> 
> 
> HTH
> Martin
> 
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]]
> Im Auftrag von Shuaizhang Feng
> Gesendet: Montag, 30. November 2009 22:13
> An: [email protected]
> Betreff: st: marginal effects after xtlogit
> 
> Dear list:
> 
> I just found that after using xtlogit (re), the command
> "margins, dydx(*)"
> produce identical average marginal effects as the estimated
> coefficents.
> This is for both discrete and continuous explanatory
> variables. Using the
> same command following logit seems OK. Is this some kind of
> error on stat's
> side? 
> 
> Thank you for any response.
> 
> Shuaizhang
> 
> 
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