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From |
"Justina Fischer" <JAVFischer@gmx.de> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 26 Jul 2012 23:15:46 +0200 |

Hi Jeremy as non-specialist, I recall somewhat that it may cause some inefficiency in estimation and thus an identification problem. Best Justina -------- Original-Nachricht -------- > Datum: Thu, 26 Jul 2012 23:12:05 +0200 > Von: Jeremy Franklin <jfrankli@ulb.ac.be> > An: statalist@hsphsun2.harvard.edu > Betreff: re:Re: st: RE: update - trouble with computing marginal effects after a Logit or an Ordered Logit model - Please HELP > Hi Justina and thank you for considering my problem; > > This model is one of the 3 i will use in my master degree thesis, in the > two robustness test model, i do use continuous variables for income for > example. > > Could you please shed light for me on why having only binary variables as > independents is not a good idea ? > > Kind regards; > > Jeremy > > > > >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 > >> > >> * > >> * 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/ > >> > >> * > >> * 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/ > > > >-- > >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 > > > > > >* > >* 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/ > > > > > > > * > * 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/ -- 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 * * 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/

**References**:**re:Re: st: RE: update - trouble with computing marginal effects after a Logit or an Ordered Logit model - Please HELP***From:*Jeremy Franklin <jfrankli@ulb.ac.be>

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