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From |
Clive Nicholas <clivelists@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: MIXLOGIT: marginal effects |

Date |
Tue, 7 Feb 2012 07:50:10 +0000 |

Arne Risa Hole replied to Maarten Buis: > 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). Also the LPM is fine as an alternative to binary > logit/probit but what about multinomial models? I'm coming in on this late, but this is to say two things. I tend to agree with you over Maarten (whose posts I always read) about the usefulness of marginal effects and how they should be used (although Maarten is right that using such statistics as a single summary measure undermine the whole point of fitting non-linear models). However, both of you, IMVHO, are wrong, wrong, wrong about the linear probability model. There is no justification for the use of this model _at all_ when regressing a binary dependent variable on a set of regressors. Pampel's (2000) excellent introduction on logistic regression spent the first nine or so pages carefully explaining just why it is inappropriate (imposing linearity on a nonlinear relationship; predicting values out of range; nonadditivity; etc). Since when was it in vogue to advocate its usage? I'm afraid that I don't really understand this. Simply put, it's logistic regression or, otherwise, don't bother yourself. -- Clive Nicholas [Please DO NOT mail me personally here, but at <clivenicholas@hotmail.com>. Please respond to contributions I make in a list thread here. Thanks!] Pampel FC (2000) Logistic Regression: A Primer (Sage University Papers Series on QASS, 07-132), Thousand Oaks, CA: Sage * * 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:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: MIXLOGIT: marginal effects***From:*Nick Cox <njcoxstata@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>

**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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