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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xtlogit, margins |

Date |
Sun, 4 Nov 2012 10:11:31 +0100 |

On Fri, Nov 2, 2012 at 6:15 PM, Seliger Florian <seliger@kof.ethz.ch> wrote: > my question is basically whether I can use > margins, dydx(*) > after xtlogit, re and xtlogit, fe in order to calculate average marginal effects, > what margins, dydx(*) will tell me and whether there might be problems in the panel context (the mfx command understates marginal effects in this context, see Cameron, Trivedi, 2009, Microeconometrics using Stata, p.613). I have to say that I am always struggling with the margins command and I am still unsure what all the options do. With marginal effects one can make a distinction between marginal effects evaluated at average or other meaningful values of the explanatory variables and average marginal effects. The problem with panel data methods is that you don't add all your variables to your model. These unobserved group level variables are captured by the group level variance term. -margins, dydx(*)- now gives you a hybrid version; it fixes the unobserved group level variables at their means, while averaging over the observed explanatory variables. So I don't think that that is quite what you want. > In addition, I have an interaction effect > (xtlogit depvar ind1 ind2 ind1Xind2 controls), > not using the factor variable language in order to use inteff. You have to choose: either you use -margins- but than you have to use factor variables for your interactions or you don't use factor variables but than you should not use -margins- > I am not sure if inteff is outdated (meaning that margins can do the same, but I don't know how) and whether it is appropriate in this case. For interaction effects I don't think you should use marginal effects at all, see: <http://www.stata.com/statalist/archive/2010-08/msg00968.html> Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**AW: st: xtlogit, margins***From:*"Seliger Florian" <seliger@kof.ethz.ch>

**References**:**st: xtlogit, margins***From:*"Seliger Florian" <seliger@kof.ethz.ch>

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