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From |
Glenn Hoetker <ghoetker@igb.illinois.edu> |

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 14:57:19 -0500 |

Thank you, Maarten. Unfortunately, I don't think pu0 is what I need, since I have a situation with exactly one choice per group. So, I think I need pu1. I didn't mention that in my earlier email, trying to keep things simple and brief. I appreciate the quick help, regardless. G. On Aug 19, 2010, at 12:58 PM, Maarten buis wrote: > --- 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 * * 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/

**Follow-Ups**:**Re: st: Standard error of the marginal effect or predicted probability in a conditional logit***From:*Arne Risa Hole <arnehole@gmail.com>

**References**:**Re: st: Standard error of the marginal effect or predicted probability in a conditional logit***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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