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Re: st: AW: marginal effects after xtlogit


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: marginal effects after xtlogit
Date   Mon, 30 Nov 2009 15:54:39 -0800 (PST)

--- On Mon, 30/11/09, Shuaizhang Feng wrote:
> 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. 

The closest you can get is to specify the -predict(pu0)- option.
This will fix the group specific intercept at 0 (= the mean), but
otherwise averages the marginal effects over the other explanatory
variables. So this is not quite an average marginal effect, but
a mixture between the marginal effect at average values for the 
explanatory variables (the group specific intercepts) and
average marginal effects (over the other variables). Purists would
probably prefer to use the BLUPs for the intercepts and also 
average over those.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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