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Re: st: Marginal Effects for Logistic Mulitlevel Model withInteractionTerms

Subject   Re: st: Marginal Effects for Logistic Mulitlevel Model withInteractionTerms
Date   Thu, 19 Aug 2010 23:18:25 +0200

Thanks a lot for all your help!
Unfortunately I'm still not sure what to do:

-mfx does not recognize interaction terms and thus does not calculate the marginal effects for interaction terms in the correct way (the problems resulting are explained in Ai/ Norton and Greene (2010).

-Does it make sense not to calculate any marginal effects but just to include interaction terms in the multilevel logit model and estimate that with the stmelogit command and the odds ratio (or) option? Or do I have the same conceptual problem that I can't interpret odds ratios for interaction terms?


Zitat von Maarten buis <>:

--- On Thu, 19/8/10, wrote:
I am estimating a logistic multilevel model (which
includes interaction terms) and I would like to calculate marginal
effects, but I always get the error "default prediction is a
function of possibly stochastic quantities other than e(b)".

The marginal effect depends on all covariates including the random
effects. The random effects is the stochastic quantity that the
error message complaints about. I think that the easiest solution
is to report odds ratios. This has the added advantage that it
also makes the interpretation of the interaction effects much

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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Iris Gönsch
Research Assistant
Centre for International Development and Environmental Research (ZEU)
University of Giessen
Senckenbergstr. 3
D-35390 Giessen, Germany

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