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st: gllamm, gllapred, and marginal effects


From   richard boylan <richardtb25@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: gllamm, gllapred, and marginal effects
Date   Wed, 8 Dec 2010 10:51:26 -0600

I am trying to obtain the marginal effect after using gllamm.

I have looked at prior posts which explain that one cannot use the command mfx
and one should instead use the command gllapred.

However, I don't quite see how it is equivalent.

I am putting an example next that I ran with STATA 10.

use http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12.dta
gen gm = (matach > 10)
logit gm minority female
mfx

gives me

variable |      dy/dx    Std. Err.     z    P>|z|  [    95% C.I.   ]      X
---------+--------------------------------------------------------------------
minority*|  -.2380667      .01292  -18.43   0.000   -.26339 -.212743   .274739
  female*|  -.0772496      .01146   -6.74   0.000  -.099714 -.054785   .528184
------------------------------------------------------------------------------

I would like to be able to replicate this with gllamm, just to make
sure that I understand
what I am doing.

gllamm gm minority female , i(one)  link(logit)
gllapred pred, mu marg

Now my question is how do I go from here to obtaining the coefficient
for dy/dx and Std.Err.
that I obtained with mfx?

Richard
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