Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Problem with margins after logit on a person period data


From   Eric Booth <ebooth@ppri.tamu.edu>
To   "<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Problem with margins after logit on a person period data
Date   Wed, 8 Jun 2011 23:03:08 +0000

<>

Get rid of the 'nocons' option in your -logit- command.  -mfx- handles nocons, but -margins- doesn't & I'm not sure why this is. E.g.,

*******!
sysuse nlsw88, clear
qui ta grade, g(g_)
logit married g_* south union wage hours tenure,  nocons
mfx, predict(p)
logit married i.grade south union wage hours tenure
margins , dydx(_all)
********!

- Eric

__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
ebooth@ppri.tamu.edu

On Jun 8, 2011, at 5:08 PM, Urmi Bhattacharya wrote:

> Dear Statalisters,
> 
> I am running the following logit on a person-period data
> 
> logit school_left childage i.childfemale i.urban i.scstobc
> i.casteother i.dadp i.dadm i.momp i.momm wagep wage5 wage8 w
>> age9 distp distm disth percapcons durat1 durat2 durat3 durat4 durat5 durat6 durat7 durat8 durat9 durat10 durat11, nocon
>> s nolog
> 
> Logistic regression                               Number of obs   =      47569
>                                                  Wald chi2(28)   =   14601.42
> Log likelihood = -14502.393                       Prob > chi2     =     0.0000
> 
> ------------------------------------------------------------------------------
> school_left |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>    childage |  -.1413654    .006069   -23.29   0.000    -.1532605   -.1294703
> 1.childfem~e |   .0212387   .0306462     0.69   0.488    -.0388266    .0813041
>     1.urban |   .0124911   .0368072     0.34   0.734    -.0596497    .0846319
>   1.scstobc |   1.972676   .1234074    15.99   0.000     1.730802     2.21455
> 1.casteother |   1.883233    .125722    14.98   0.000     1.636822    2.129643
>      1.dadp |    .680585    .044327    15.35   0.000     .5937057    .7674643
>      1.dadm |   .3872552   .0506982     7.64   0.000     .2878886    .4866217
>      1.momp |   1.351053   .0835161    16.18   0.000     1.187364    1.514741
>      1.momm |   .9494066   .0918146    10.34   0.000     .7694532     1.12936
>       wagep |  -.0281962   .0061845    -4.56   0.000    -.0403176   -.0160748
>       wage5 |  -.0040992   .0045604    -0.90   0.369    -.0130373     .004839
>       wage8 |    .021027   .0043869     4.79   0.000     .0124289    .0296251
>       wage9 |   .0159427   .0022335     7.14   0.000     .0115652    .0203203
>       distp |  -.0355589   .0162329    -2.19   0.028    -.0673748   -.0037431
>       distm |  -.0024083   .0112658    -0.21   0.831    -.0244888    .0196722
>       disth |   .0186932   .0039384     4.75   0.000      .010974    .0264124
>  percapcons |  -.0001459   .0000278    -5.26   0.000    -.0002003   -.0000915
>      durat1 |  -5.771466   .1406919   -41.02   0.000    -6.047217   -5.495715
>      durat2 |  -4.947835   .1222363   -40.48   0.000    -5.187414   -4.708256
>      durat3 |  -4.690019   .1193602   -39.29   0.000    -4.923961   -4.456078
>      durat4 |  -4.054464   .1132586   -35.80   0.000    -4.276447   -3.832481
>      durat5 |  -3.055883   .1082449   -28.23   0.000    -3.268039   -2.843727
>      durat6 |  -3.560284   .1130896   -31.48   0.000    -3.781936   -3.338633
>      durat7 |  -2.825943   .1099477   -25.70   0.000    -3.041436   -2.610449
>      durat8 |  -2.238741   .1094063   -20.46   0.000    -2.453173   -2.024308
>      durat9 |  -1.427979   .1099217   -12.99   0.000    -1.643421   -1.212536
>     durat10 |  -.3967904   .1152271    -3.44   0.001    -.6226313   -.1709495
>     durat11 |  -2.168164   .1486318   -14.59   0.000    -2.459477   -1.876851
> ------------------------------------------------------------------------------
> 
> .
> end of do-file
> 
> Since I am interested in the marginal effects of the variables on the
> probability of hazard,
> 
> I do
> 
> margins,dydx(*)
> 
> But this gives me the following output
> 
> margins,dydx(*)
> 
> Average marginal effects                          Number of obs   =      47569
> Model VCE    : OIM
> 
> Expression   : Pr(school_left), predict()
> dy/dx w.r.t. : childage 1.childfemale 1.urban 1.scstobc 1.casteother
> 1.dadp 1.dadm 1.momp 1.momm wagep wage5 wage8
>               wage9 distp distm disth percapcons durat1 durat2 durat3
> durat4 durat5 durat6 durat7 durat8 durat9
>               durat10 durat11
> 
> ------------------------------------------------------------------------------
>             |            Delta-method
>             |      dy/dx   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>    childage |  (not estimable)
> 1.childfem~e |  (not estimable)
>     1.urban |  (not estimable)
>   1.scstobc |  (not estimable)
> 1.casteother |  (not estimable)
>      1.dadp |  (not estimable)
>      1.dadm |  (not estimable)
>      1.momp |  (not estimable)
>      1.momm |  (not estimable)
>       wagep |  (not estimable)
>       wage5 |  (not estimable)
>       wage8 |  (not estimable)
>       wage9 |  (not estimable)
>       distp |  (not estimable)
>       distm |  (not estimable)
>       disth |  (not estimable)
>  percapcons |  (not estimable)
>      durat1 |  (not estimable)
>      durat2 |  (not estimable)
>      durat3 |  (not estimable)
>      durat4 |  (not estimable)
>      durat5 |  (not estimable)
>      durat6 |  (not estimable)
>      durat7 |  (not estimable)
>      durat8 |  (not estimable)
>      durat9 |  (not estimable)
>     durat10 |  (not estimable)
>     durat11 |  (not estimable)
> ------------------------------------------------------------------------------
> Note: dy/dx for factor levels is the discrete change from the base level.
> 
> Can someone explain what am I doing wrong? How do I get the marginal
> effects after running the logit?
> 
> Best
> 
> Urmi
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/




*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index