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

 From Arne Risa Hole To statalist@hsphsun2.harvard.edu Subject Re: st: Standard error of the marginal effect or predicted probability in a conditional logit Date Fri, 20 Aug 2010 11:47:20 +0100

```Hi Glenn,

For the marginal effects -asclogit- followed by -estat mfx- should do
the trick, as in:

webuse choice
asclogit choice dealer, casevars(sex income) case(id) alternatives(car)
estat mfx

<http://www.stata.com/statalist/archive/2006-08/msg00899.html> for a
manual approach to doing the same thing using -clogit-.

I hope this helps.

Arne

On 19 August 2010 20:57, Glenn Hoetker <ghoetker@igb.illinois.edu> wrote:
> 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
>
>
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```