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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: MIXLOGIT: marginal effects |

Date |
Mon, 6 Feb 2012 17:56:16 +0100 |

On Mon, Feb 6, 2012 at 3:03 PM, Arne Risa Hole wrote: > I disagree when it comes to marginal effects: I personally find them > much easier to interpret than odds-ratios. In the end the choice will > depend on your discipline and personal preference. My point is that it is fine if you prefer to think in terms of differences in probabilities, but in that case just go for a linear probability model. If you are only going to report marginal effects than you will summarize the effect size with one additive coefficient, which is just equivalent to a linear effect. By going through the "non-linear model-marginal effects" route you are doing indirectly what you can do directly with a linear probability model. Direct arguments are more clearer than indirect arguments, so they should be preferred. Even if you are uncomfortable with a linear probability model, the "non-linear model-marginal effects" route is still not going to help. The non-linear model will circumvent the linearity which is in such cases a problem, but than you are undoing the very reason for choosing a non-linear model by reporting only marginal effects. In short, there are very few cases where I can think of a useful application of marginal effects: either you should have estimated a linear model in the first place rather than post-hoc "fixing" a non-linear one or you are undoing the very non-linearity that was the reason for estimating the non-linear model in the first place. Hope this clarifies my point, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**Re: st: MIXLOGIT: marginal effects***From:*Arne Risa Hole <arnehole@gmail.com>

**References**:**Re: st: MIXLOGIT: marginal effects***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: MIXLOGIT: marginal effects***From:*Arne Risa Hole <arnehole@gmail.com>

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