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Re: Again the requrest: SIMULATION TO INTERPRET AND PRESENT LOGIT RESULTS without formatting - hopefully looks better


From   "Alexander M. Jais" <jais@win.rwth-aachen.de>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: Again the requrest: SIMULATION TO INTERPRET AND PRESENT LOGIT RESULTS without formatting - hopefully looks better
Date   Thu, 01 Mar 2012 16:02:19 +0100

Hi David,

Thank you for your email. Can you give me an advice how I cloud start to get the do-file running?

Kind regards
Alex



Am 01.03.2012 um 13:46 schrieb David Hoaglin <dchoaglin@gmail.com>:

> Dear Alex,
> 
> The reason for the .01 in line 7 is explained in Appendix 1 of the
> Zelner (not Zellner) paper.  For the particular example, the code is
> stepping the variable from .02 to .19.
> 
> I have not studied the paper closely enough to see whether Zelner is
> being careful about the  fact that changing one variable in the model
> while holding others constant may produce predictions that are not
> supported by any data.  The wider confidence intervals in one of the
> figures can warn about such extrapolation.
> 
> It should be possible for you to explore the surface of predicted
> probabilities from your model, as a function of the two variables and
> their interaction.
> 
> I would like to see a discussion of the "marginal effect" (in footnote
> 1 of the paper) in connection with the fact that the coefficient of a
> predictor variable in a regression model tells how the dependent
> variable changes (on average) in response to a change (of 1 unit) in
> that predictor variable, adjusting for the contributions of the other
> predictors in the model.  In general, it is not correct to interpret
> that coefficient with language that talks about holding those other
> variables constant; that is simply not how multiple regression and
> similar methods work.
> 
> Regards,
> 
> David Hoaglin
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