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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, 13 Jun 2010 10:50:57 -0300

Dear Marteen,

Thanks for your help.

Olivia


2010/5/30 Maarten buis <maartenbuis@yahoo.co.uk>:
> --- On Sun, 30/5/10, Olivia Bacha wrote:
>> 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.
>
> I am not sure whether the this is the same problem, if you added the
> proportion, then that means that you think that the proportion is the
> unit of interest, in which case I see no problem. However, if you
> disagree you can always compute the derivative by -nlcom- and let
> -nlcom- take care of the standard errors.
>
> 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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