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Re: st: Marginal Effects for Binary Response Models with Nonlinear Regressors


From   Olivia Bacha <oliviabacha@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Marginal Effects for Binary Response Models with Nonlinear Regressors
Date   Sun, 30 May 2010 10:51:40 -0300

Dear Maarten,

Thanks for your interest.

Ok, the question is really confusing, let me try to be more specific.

Consider the following model 'logit y x(i)/sum_x(i)', where variable
x(i) is expenditure for individual i, then sum_x(i) sum up total
expenditures for all individuals, it is a ratio. As stata uses delta
method, mfx command will give me x(i)/sum_x(i) + delta , not
x(i)+delta/[sum_x(i)+delta]. It is a sort of same problem we face to
calculate marginal effects by including interactions in logit model.

Olivia


2010/5/30 Maarten buis <maartenbuis@yahoo.co.uk>:
> --- On Sun, 30/5/10, Olivia Bacha wrote:
>> Does anyone know how to estimate marginal effects after
>> logit with a non linear regressor such as x(i)/[sum_x(i)+y]
>> in Stata?
>
> You'll have to be more precise with what you mean with your
> formula, what is x, what is y, what is the subscript i? It
> sorta looks like a regular link function for a -mlogit-, in
> which case I suppose you didn't do anything special, and you
> can just use -mfx- or -margins-.
>
> -- Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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