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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |

Subject |
Re: st: margins dydx for logit model with interaction terms |

Date |
Fri, 10 Aug 2012 13:48:41 -0500 |

At 09:36 AM 8/10/2012, David Quinn wrote:

Thanks for that article, Richard. Very helpful. I now understand how much of an improvement the factor notation is. Quick follow-up question, related to the topic: Is there any way that you can use the -margins- command to instruct Stata to calculate the discrete change between two specific values of the predictor of interest? In other words, if I had a three-category ordinal predictor variable, and I wanted to calculate the discrete change in probability between the lowest (1) and highest (3) value of this variable (rather than a one-unit change from the baseline), can I use the -margins, dydx()- command to set the two values between which I want to calculate the discrete change?

I guess I could just use -margins- to find the predicted probabilities at each of the two above values, and then use -lincom- to assess the size, direction, and statistical significance of the difference in probability between those two values. But I'm wondering if -margins, dydx()- can do this all by itself. On Thu, Aug 9, 2012 at 5:50 PM, Richard Williams <richardwilliams.ndu@gmail.com> wrote: > At 03:32 PM 8/9/2012, David Quinn wrote: >> >> Thanks, Richard. I did not use factor variable notation. Hence, >> that's why I also set the interactions at specific values in the >> margins command. Is there a reason to use the factor notation >> instead? > > > Yes. You want to get the correct results. ;-) See > > http://www.nd.edu/~rwilliam/stats/Margins01.pdf > > There is also an article in the current Stata Journal that expands on the > above. You can probably do it without factor variables, but the odds are > much greater you will make a mistake. > > > >> I think that Stata is interpreting the "atmeans" part of the margins >> command as setting all variables at their means, including the >> variable of interest (the one placed in parentheses after dydx). >> Perhaps what I need to do is remove the "atmeans" part, and instead >> include the control variable (X4) in the -at- specification and set it >> at its mean value. >> >> --Dave >> >> On Thu, Aug 9, 2012 at 4:20 PM, Richard Williams >> <richardwilliams.ndu@gmail.com> wrote: >> > At 11:30 AM 8/9/2012, David Quinn wrote: >> >> >> >> Hello, >> >> >> >> I am estimating a logit model as such: Y=X1 + X2 + X3 + X4 + X1*X3 + >> >> X2*X3. >> > >> > >> > What was the actual logit command? Did you use factor variable notation? >> > If >> > not -margins- will assume x1 and x2 are continuous rather than >> > dichotomous. >> > Assuming you want to treat x3 as continuous, The command should be >> > something >> > like >> > >> > logit y i.x1 i.x2 x3 x4 i.x1#c.x3 i.x2#c.x3 >> > >> > >> > >> >> X1 and X2 are binary predictors. X3 is an ordinal predictor. X4 is a >> >> control variable. X1*X3 and X2*X3 are the interaction of X1 and X2, >> >> respectively, with X3. >> >> >> >> I'd like to assess the discrete change in my dependent variable for X1 >> >> at different levels of X3, given that I expect there to be interaction >> >> effects of X1 and X3. I also need to set X2 and X2*X3 at zero while >> >> doing this in order to calculate the proper discrete change of >> >> interest. As for the control variable X4, I'd like to just keep it at >> >> its mean value. >> >> >> >> I used the following margins command to calculate the discrete change >> >> in >> >> X1: >> >> >> >> margins, dydx(X1) atmeans at(X3=(1 2 3) X1*X3=(1 2 3) X2=0 X2*X3=0) >> > >> > >> > if you have used factor variable notation, I think all you need is >> > >> > margins, dydx(x1) atmeans at(x3=1 2 3) x2 = 0) >> > >> > I could be wrong so make sure it looks right. >> > >> > >> > >> >> "Atmeans" places X4 at its mean, while the stuff after "at" specifies >> >> the specific values at which to hold the other variables while >> >> calculating the change. >> >> >> >> But in the legend that accompanies the results, it keeps saying that >> >> X1 is being held at its mean value when the discrete change >> >> calculations are being made. Why does margins set the variable of >> >> interest--located after the dydx command--to its mean value when >> >> calculating the discrete change, when clearly one would want the dydx >> >> calculations to be made at specific values of the variable of >> >> interest? I just assumed that placing the variable of interest after >> >> dydx would tell Stata to calculate the change in Y as that variable >> >> moves from zero to one, holding all other variables at the values >> >> specified after "at." >> >> >> >> Am I doing something incorrectly? >> >> >> >> Perhaps I should just use King et al.'s CLARIFY package to calculate >> >> the predicted probabilities, or perhaps even follow Buis' (2010) >> >> advice and calculate the odds. From what I gather, those two are a >> >> bit more straightforward then using the margins command. >> >> >> >> Thanks in advance, >> >> --Dave >> >> * >> >> * 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/ >> > >> > >> > ------------------------------------------- >> > Richard Williams, Notre Dame Dept of Sociology >> > OFFICE: (574)631-6668, (574)631-6463 >> > HOME: (574)289-5227 >> > EMAIL: Richard.A.Williams.5@ND.Edu >> > WWW: http://www.nd.edu/~rwilliam >> > >> > >> > * >> > * 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/ > > > ------------------------------------------- > Richard Williams, Notre Dame Dept of Sociology > OFFICE: (574)631-6668, (574)631-6463 > HOME: (574)289-5227 > EMAIL: Richard.A.Williams.5@ND.Edu > WWW: http://www.nd.edu/~rwilliam > > * > * 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/

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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: margins dydx for logit model with interaction terms***From:*David Quinn <dxquinnx@gmail.com>

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