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Re: st: MIXLOGIT: marginal effects


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: MIXLOGIT: marginal effects
Date   Mon, 6 Feb 2012 14:29:35 +0100

On Mon, Feb 6, 2012 at 1:57 PM, Davide Castellani wrote:
> I am new to the mixlogit program. I was wondering how to work out marginal
> effects ( and SEs of MEs).

-mixlogit- is a user writen program, so per the Statalist FAQ (url at
the bottom of every post on Statalist) you must say where you got it
from. I will assume that you got it from the SSC archive, i.e. you
used -ssc install mixlogit- to install -mixlogit-.

It seems that -mixlogit- does not contain a standard predict function,
so that means you cannot use any of the standard methods like
-margins- or -mfx-.

Since you did not say which version of Stata you are using, we will
have to asume (again per the Statalist FAQ) that it is Stata 12. In
that case you can just use the official -xtmelogit- command. This will
allow you to use -margins- to get marginal effects at the average
values (or other typical values) of the explanatory variables.
However, many people seem to want average marginal effects, which is
not the same. This is much harder to obtain.

In general, I would just interpret the odds ratios. I do not
understand why people go through a lot of trouble fitting a non-linear
model and than undoing all that effort by only reporting marginal
effects, which in effect reduces your non-linear model to a linear
model. If you wanted a linear model, than why not fit a linear model?
If you think a linear model is unacceptable in your case or in
general, than so are marginal effects.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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