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

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

Subject |
RE: st: Questions on marginal effects for the model including squared term |

Date |
Sun, 14 Feb 2010 09:47:37 +0000 (GMT) |

--- On Sat, 13/2/10, Xi Pan wrote: > I am using Stata 9.2. > I run mlogit model and then use mfx to obtain the marginal > effect for each category. But covariates consist of ‘years > of work experience’, its squared term and other variables > such as gender.<snip> > 1. How to calculate the standard error for this true > marginal effect for experience? I have four thoughts about that. 1) You have to do that using -nlcom-. 2) If you switch to Stata 11, you can use the -margins- command to get those directly. 3) In non-linear models like -mlogit- there is no such thing as "the true marginal effect". Think for instance about the difference the "marginal effects at mean values of the explanatory variables" and the "mean marginal effect". some argue that the latter is the true marginal effect, but in fact both are plagued with too many problems to deserve that title. 4) There is an inconsitency with your request: You added the square term to make the effect of that variable non-linear, and now you want to summerize its effect with one number, i.e. find some linear effect that "best" summarizes the non-linear effect. If that is your only aim, then the logical choice would be to remove the square term... Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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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