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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 18:42:48 +0100

On Mon, Feb 6, 2012 at 6:25 PM, Arne Risa Hole wrote:
> Thanks Maarten, I take your point, but as Richard says there is
> nothing stopping you from calculating marginal effects at different
> values of the explanatory variables (although admittedly it's rarely
> done in practice).

That is fine, but in that case I would be reporting/plotting predicted
probabilities rather than marginal effects. There is not a big
difference between the two --- the latter is just the first derivative
of the former --- but if you are going to report multiple numbers than
the former seems more direct to me.

Anyhow, as you said, this is typically not what people (or reviewers,
advisers, etc.) want; they just want to know what "the" effect is and
not be bothered with multiple different effects. In that case my
previous post applies and marginal effects are (almost) always the
wrong choice.

> Also the LPM is fine as an alternative to binary
> logit/probit but what about multinomial models?

In that case I would look at -mvreg-.

-- Maarten

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


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