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Re: st: marginal effects after clogit


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: marginal effects after clogit
Date   Mon, 30 Aug 2010 12:54:22 -0400

Olivia Bacha-

I don't understand your question. The following code generates no
intercepts (_cons). I assume that "AVE" in your post is a typo for
"AME", or "average marginal effect".
**********************
webuse birthwt2, clear
clogit low lwt smoke ptd ht ui i.race, group(pairid)
margins, dydx(*) predict(xb)
***************************

Perhaps by "intercepts" you meant the estimated margins. In this
example, the estimated are identical to the original -clogit-
coefficients and so have the same interpretation. If I had specified
"predict(pu0)", the estimated margins would be first derivatives of
probabilities in which the intercepts in the logistic equation  are
set to zero. Such  AME's, like the "pu0" predictions themselves, can
be very misleading if the true intercepts are far away from zero.

If this does not answer your question, please clarify and include the
code and output which puzzle you.


Steve

Steven J. Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

 Olivia Bacha <oliviabacha@gmail.com> wrote:

> How can I interpret AVE for intercepts generated by margins, dydx(*)
> predict(xb) after clogit?

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