Bookmark and Share

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]

Re: st: Standard error of the marginal effect or predicted probability in a conditional logit


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Standard error of the marginal effect or predicted probability in a conditional logit
Date   Thu, 19 Aug 2010 17:58:32 +0000 (GMT)

--- On Thu, 19/8/10, Glenn Hoetker wrote:
> Can anyone point me towards a way to calculate the standard
> errors of either the marginal effects or the predicted
> probabilities of a  conditional logit model 

-margins- in combination with -predict(pu0)- option. This will
force the group specific deviations to be zero, i.e. you are
getting the probabilities for the average group. That is 
necesary because you need those deviations to compute the 
probabilities and marginal effect if you don't set them at 0, 
and Stata does not estimate these group specific deviations, 
so they won't appear in the variance covariance matrix, so you 
can't use the delta method for anything other than pu0.

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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index