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Re: st: margins after logit model


From   Haiyong Xu <[email protected]>
To   <[email protected]>
Subject   Re: st: margins after logit model
Date   Wed, 29 Dec 2010 15:53:30 -0800

Great! This is perfectly what I need. Thanks!

--------------------------------------------------
From: "Tirthankar Chakravarty" <[email protected]>
Sent: Wednesday, December 29, 2010 3:42 PM
To: <[email protected]>
Subject: Re: st: margins after logit model

One way to do this is to re-estimate with the group you want omitted
set as the base group in the logit regression:

*****************************************
webuse lbw, clear
logit low age lwt i.race smoke ptl ht ui
margins, dydx(race)
logit low age lwt b2.race smoke ptl ht ui
margins, dydx(race)
*****************************************

T

On Wed, Dec 29, 2010 at 3:36 PM, Haiyong Xu <[email protected]> wrote:

Hi,
Wish you all have wonderful holidays!

My logit model and the output are as follows:

logit psydrgnobzn i.female age i.year, vce(cluster cluster_id)

Logistic regression                               Number of obs   =
40284
                                                Wald chi2(4)    =
422.81
                                                Prob > chi2     =
0.0000
Log pseudolikelihood = -26350.649                 Pseudo R2       =
0.0127

                       (Std. Err. adjusted for 13428 clusters in
cluster_id)
------------------------------------------------------------------------------
           |               Robust
psydrgnobzn |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
  1.female |   .5114119   .0357798    14.29   0.000     .4412848
.5815389
       age |  -.0191765   .0023834    -8.05
0.000    -.0238479   -.0145051
           |
      year |
     2006  |    .154101   .0147308    10.46   0.000     .1252292
.1829728
     2007  |   .2495566   .0171274    14.57   0.000     .2159875
.2831257
           |
     _cons |   .5000495   .1866511     2.68   0.007       .13422
.865879
------------------------------------------------------------------------------

After the logit model, I run margins command to get the marginal effect.
. margins, dydx(year)

Average marginal effects                          Number of obs   =
40284
Model VCE    : Robust

Expression   : Pr(psydrgnobzn), predict()
dy/dx w.r.t. : 2006.year 2007.year

------------------------------------------------------------------------------
           |            Delta-method
           |      dy/dx   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
      year |
     2006  |   .0351202   .0033485    10.49   0.000     .0285573
.0416832
     2007  |   .0575292   .0039259    14.65   0.000     .0498345
.0652239
------------------------------------------------------------------------------
Note: dy/dx for factor levels is the discrete change from the base level.

The year variables has three values 2005, 2006 and 2007. Stata
automatically
set 2005 as the omit group. I wonder if I can set 2006 as the reference
group so that I can get the margin effect between 2006 and 2007.

Thanks.
Haiyong



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