Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down at the end of May, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: RE: what does it mean the default for -mfx- is discrete when it is evaluated at the mean? |

Date |
Wed, 2 Jun 2010 09:14:29 +0000 (GMT) |

--- On Tue, 1/6/10, Martin Weiss wrote: > Still, what is the problem with saying that the marginal > effect displayed is for going from zero to one, i.e. the > only move that a dummy can possibly make? The fact that > the share of ones in your sample is 37% does not change > this fact, does it? I am guessing the confusion comes from the fact that the marginal effect depends on fixing the values of _all_ explanatory variables, so now Frank sees three values, 0, .37, and 1. However, in computing the discrete change this middle value is ignored, you only fix the values of all _other_ explantory variables. This is illustrated in the example below, For the marginal effect of price we need to fix the value of both price and foreign, but for the "marginal effect" of foreign we only need to fix the value of price. *----------------- begin example ---------------------- sysuse auto, clear gen byte good = rep78 > 3 if rep78 < . replace price = price / 1000 logit good foreign price mfx tempname mprice mforeign xb xb0 xb1 sum price if e(sample), meanonly scalar `mprice' = r(mean) sum foreign if e(sample), meanonly scalar `mforeign' = r(mean) scalar `xb' = _b[_cons] + _b[price]*`mprice' + _b[foreign]*`mforeign' di invlogit(`xb')*invlogit(-`xb')*_b[price] scalar `xb0' = _b[_cons] + _b[price]*`mprice' scalar `xb1' = _b[_cons] + _b[price]*`mprice' + _b[foreign] di invlogit(`xb1') - invlogit(`xb0') *-------------------- end example ---------------------------- (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) 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/

**References**:**st: RE: RE: what does it mean the default for -mfx- is discrete when it is evaluated at the mean?***From:*"Martin Weiss" <martin.weiss1@gmx.de>

- Prev by Date:
**st: Redpace** - Next by Date:
**Re: st: RE: Cannot calculate AR and Sargan tests (returning .)** - Previous by thread:
**st: RE: RE: what does it mean the default for -mfx- is discrete when it is evaluated at the mean?** - Next by thread:
**Re: st: RE: RE: what does it mean the default for -mfx- is discrete when it is evaluated at the mean?** - Index(es):