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Re: st: Outreg for asclogit


From   Wameq Raza <wameq.r@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Outreg for asclogit
Date   Thu, 4 Oct 2012 12:01:03 +0200

Dear John,
Thank you so very much for the update and the clarification! I've been
having a little trouble with
missing data for my model, but once that's fixed, I'll give this a
shot and will certainly let you know
how it worked out. I really appreciate all the help you're giving me.
Best
Wameq

On Thu, Oct 4, 2012 at 11:52 AM, Wameq Raza <wameq.r@gmail.com> wrote:
>
> Dear John,
> Thank you so very much for the update and the clarification! I've been having a little trouble with
> missing data for my model, but once that's fixed, I'll give this a shot and will certainly let you know
> how it worked out. I really appreciate all the help you're giving me.
> Best
> Wameq
>
>
> On Thu, Oct 4, 2012 at 11:29 AM, John Luke Gallup <jlgallup@pdx.edu> wrote:
>>
>> Wameq,
>>
>> A more flexible solution to the problem of getting the marginal effects for -asclogit- is to move the estimates from -estat mfx-, which is the idiosyncratic command to create the marginal effects, into the r() matrices in which they are placed by -margins-, the command that calculates marginal effects for almost all other estimation commands.  Then one can use -outreg- directly to put marginal effects in a formatted table, with access to all of -outreg-'s options.
>>
>> There are a couple of hoops: only rclass programs can place values in r() matrices and the marginal effects from -estat mfx- must be reorganized.
>>
>> The following code does the trick:
>>
>> webuse choice, clear
>> qui asclogit choice dealer, case(id) alternatives(car) casevars(sex income)
>> qui estat mfx, at(sex=0 dealer=1)
>>
>> capture program drop Fill_rbV
>> program Fill_rbV, rclass
>>         args b V
>>         return matrix b = `b'
>>         return matrix V = `V'
>>         return local cmd "margins"
>> end
>>
>> local k = e(k_alt)
>> forvalues i = 1/`k' {
>>         tempname b`i' V`i'
>>         mat `b`i'' = r(`e(alt`i')')
>>         mat `V`i'' = diag(`b`i''[.,2..2])
>>         mat `V`i'' = `V`i'' * `V`i''
>>         mat `b`i'' = `b`i''[.,1..1]'
>> }
>>
>> outreg, clear
>> forvalues i = 1/`k' {
>>         Fill_rbV `b`i'' `V`i''
>>         outreg, margin merge ctitle("", "", "`e(alt`i')'") nodisplay
>> }
>> outreg using ascmfx, replay replace
>>
>> The table looks like this:
>>
>>
>>                                          -------------------------------------------------
>>                                                                American   Japan   Europe
>>                                          -------------------------------------------------
>>                                           dealer    American    0.017    -0.012   -0.004
>>                                                                (2.29)*   (2.34)*  (1.66)
>>                                                     Japan       -0.012    0.017   -0.004
>>                                                                (2.34)*   (1.83)   (1.03)
>>                                                     Europe      -0.004   -0.004   0.009
>>                                                                 (1.66)   (1.03)   (1.30)
>>                                           casevars  sex*        0.026    -0.161   0.135
>>                                                                 (0.38)   (2.03)*  (1.76)
>>                                                     income      -0.008    0.006   0.002
>>                                                                (2.95)**  (1.96)   (1.14)
>>                                           N                      885       885     885
>>                                          -------------------------------------------------
>>
>>
>>
>>
>> John
>>
>> On Oct 2, 2012, at 9:39 PM, John Luke Gallup <jlgallup@pdx.edu> wrote:
>>
>> > Wameq,
>> >
>> > -outreg- (and probably -outreg2- and -estout-) don't handle marginal effects after -asclogit- because the results are saved in a very non-standard format.
>> >
>> > -estat mfx-, which is only for use after -asclogit- saves the marginal effects in r() matrices named after the logit categories.
>> >
>> > Things you can't do in -outreg- you can still do with a bit of work with -frmttable-, which is the formatting engine distributed with -outreg-.
>> >
>> > The following code creates an -outreg- compatible table (which can be merged, etc.) showing the marginal effects with t-statistics below them and asterisks for significance.
>> >
>> > First I calculate the marginal effects:
>> >
>> > webuse choice, clear
>> > asclogit choice dealer, case(id) alternatives(car) casevars(sex income)
>> > estat mfx, at(sex=0 dealer=1)
>> >
>> > Then I create a Stata matrix holding the marginal effects and t-stats (`b') and an indicator matrix for where the stars go (`stars', using the mata command).  These are passed to -frmttable- to create a Word table (or TeX table) with the results.
>> >
>> > tempname b stars
>> > loc ctitl `""","""'
>> > forvalues i = 1/`e(k_alt)' {
>> >       tempname b`i'
>> >       mat `b`i'' = r(`e(alt`i')')
>> >       mat `b' = (nullmat(`b'), `b`i''[.,1..1], `b`i''[.,3..3])
>> >       mat `stars' = (nullmat(`stars'), `b`i''[.,4..4])
>> >       loc ctitl `"`ctitl' ,`e(alt`i')'"'
>> > }
>> > mata: st_matrix("`stars'", (abs(st_matrix("`stars'")):<0.05) + ///
>> >       (abs(st_matrix("`stars'")):<0.01))
>> > frmttable using ascmfx, statmat(`b') substat(1)       ///
>> >       annotate(`stars') asymbol("*","**") ctitle(`ctitl') ///
>> >       replace note("* p<0.05; ** p<0.01")
>> >
>> > You could adapt this to report standard errors, p-values, or change the stars, etc. if you want.
>> > Here's the table:
>> >
>> >                                        ---------------------------------------------------
>> >                                                              American   Japan    Europe
>> >                                        ---------------------------------------------------
>> >                                         dealer    American     0.02*     -0.01    -0.00
>> >                                                               (2.29)*   (-2.34)  (-1.66)
>> >                                                   Japan       -0.01*     0.02     -0.00
>> >                                                               (-2.34)   (1.83)   (-1.03)
>> >                                                   Europe       -0.00     -0.00    0.01
>> >                                                               (-1.66)   (-1.03)  (1.30)
>> >                                         casevars  sex*         0.03      -0.16    0.13
>> >                                                               (0.38)*   (-2.03)  (1.76)
>> >                                                   income      -0.01**    0.01     0.00
>> >                                                               (-2.95)   (1.96)   (1.14)
>> >                                        ---------------------------------------------------
>> >                                                        * p<0.05; ** p<0.01
>> >
>> >
>> > John
>> >
>> >
>> > On Oct 2, 2012, at 1:38 PM, Wameq Raza <wameq.r@gmail.com> wrote:
>> >
>> >> Hi everyone,
>> >> I was wondering if anyone could kindly tell me if there's a way to get
>> >> the marginal effects of a asclogit model that I'm running
>> >> into a table using outreg.
>> >> More specifically, I'm generating the marginal effects using: estat
>> >> mfx, var (variables); i'm doing this for both alt specific and
>> >> case specific vars.
>> >> Any help would be much appreciated!
>> >> Best
>> >> Wameq
>> >>
>> >> --
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>> >
>>
>>
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>
>
>
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