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Re: st: RE: update - trouble with computing marginal effects after a Logit or an Ordered Logit model - Please HELP


From   "Justina Fischer" <JAVFischer@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: update - trouble with computing marginal effects after a Logit or an Ordered Logit model - Please HELP
Date   Thu, 26 Jul 2012 23:03:52 +0200

Hi Jeremy,

having only binary variables as independents is not a good idea in non-linear models.

I suggest that you model age as continuous variable, maybe in a quadratic or cubic form.

Best

Justina
-------- Original-Nachricht --------
> Datum: Thu, 26 Jul 2012 13:56:21 -0700
> Von: "William Buchanan" <william@williambuchanan.net>
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: RE: update - trouble with computing marginal effects after a Logit or an Ordered Logit model - Please HELP

> Hi Jeremy,
> 
> Since you're using Stata 11, I would first suggest reading [U]11.4.3
> Factor
> Variables.  You can simplify your syntax quite a bit just by looking there
> and learning how to use factor variables. Then your syntax might look
> like:
> 
> logit mfirstchoice i.mstudy mhomme mchiefwageearner i.mage i.mintpol
> i.mpol
> i.mincome i.s003##i.s002, vce(cluster s003)
> 
> One of the issues that I think you're having might be the result of
> multicollinearity, since it seems like you're including all of the
> possible
> categories of some factors in the model.  Using factor variable notation
> can
> help you to reduce that happening quite a bit, since Stata will
> automatically exclude a reference group.  
> 
> Once you fit your model (like the one above), then you can use the
> -margins-
> command which is part of official Stata (see [R] margins for details about
> the syntax or type -help margins-).  There are multiple options available
> and the command is very flexible.  Also, you should include the results
> that
> you're getting from Stata.  This article from one of the StataJournal
> Associate Editors
> (http://www.maartenbuis.nl/publications/interactions.pdf)
> might be helpful to look at.
> 
> HTH,
> Billy
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeremy Franklin
> Sent: Thursday, July 26, 2012 1:33 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: update - trouble with computing marginal effects after a
> Logit
> or an Ordered Logit model - Please HELP
> 
> Dear all, 
> 
> Here is my little trouble regarding assessing marginal effects after
> running
> a logit model on STATA 11: 
> 
> First, please not that I am a beginner with STATA and what follows might
> sound ridiculous 
> 
> For my master degree thesis I decided to test for the role of education
> level in assessing the importance of fighting inflation. 
> 
> Here is my final regression formula: 
> 
> xi: logit mfirstchoice mstudymid mstudyhigh mhomme mchiefwageearner
> mage28_37 mage38_47 mage48_57 mage58 mintpollow mintpolmid mintpolhigher
> mpolleft mpolright mincomemid mincomehigh i.s003 i.s002 i.s003*i.s002,
> vce(cluster s003) 
> 
> Note that:
> - all these variables are binaries
> - i.s003 controls for the country effects
> - i.s002 controls for the wave (time) effects
> - i.s003*i.s002 controls for the country-wave effects
> - vce(cluster s003) characterizes the error term 
> 
> I have the results but my thesis coordinator told me that the coefficients
> of logit regressions cannot be interpreted like coefficients of a linear
> regression. Therefore, he suggested me to check for the marginal effects
> at
> the median. The purpose of this last procedure (if I remember well) is to
> see the marginal effects of one individual having a higher level of
> education relative to lower or middle education level.
> 
> I googled everything, I read the mfx and the margins search page on stata
> about hundred times, I tried hundreds of formulas, both with mfx and
> margins
> but i still cannot find the correct one in order to interpret my results. 
> 
> Can ANYONE help me please? It is very important
> 
> ps: a robustness test included in my thesis uses the following formula
> (this
> time with ologit as far as the dependent variable takes multiple ordered
> outcomes): 
> 
> xi: ologit minflation mstudymid mstudyhigh mhomme mchiefwageearner
> mage28_37
> mage38_47 mage48_57 mage58 mintpollow mintpolmid mintpolhigher mpolleft
> mpolright x047 i.s003 i.s002 i.s003*i.s002, vce(cluster s003)
> 
> So if it is easier to check for the marginal effects with a ordered logit
> please let me know.
> 
> Kind regards;
> 
> Franklin Jeremy
> 
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-- 
Justina AV Fischer, PhD
COFIT Fellow
World Trade Institute
University of Bern

homepage: http://www.justinaavfischer.de/
e-mail: javfischer@gmx.de. justina.fischer@wti.org
papers: http://ideas.repec.org/e/pfi55.html


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