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


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problem with margins after logit on a person period data
Date   Thu, 9 Jun 2011 12:17:24 -0400

Urmi Bhattacharya <ub3@indiana.edu> :

This whole exercise is highly suspect--you are computing marginal
effects over a sample of periods at risk, not people.  Note that
people are in your model for very different numbers of periods, but
you are averaging over all periods; what is the goal here?  You said
you are "interested in the marginal effects of the variables on the
probability of hazard" which I think means you want to measure the
marginal effects of the variables on the conditional probability of
leaving school (conditional on not having left yet) at different
durations, which means you should calculate marginal effects for each
sample of people still at risk, at different durations.  These are
unlikely to be very informative in the probability metric, however;
odds ratios are used for a reason for such applications.

On Wed, Jun 8, 2011 at 10:31 PM, Urmi Bhattacharya <ub3@indiana.edu> wrote:
> Hi,
>
> I dropped one of the duration dummies durat1 and ran the following
> logit regression
....
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