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st: Re: margins after xtlogit,fe


From   André Ferreira Coelho <andre.f.coelho2011@novasbe.pt>
To   André Ferreira Coelho <andre.f.coelho2011@novasbe.pt>
Subject   st: Re: margins after xtlogit,fe
Date   Tue, 25 Dec 2012 23:05:15 +0100

Dear all,

Apparently I missed some important information in my previous question:

-margins- should only be applied in the context of interaction terms when
proper factor language is set.

Thus, 

xkc_f1 = xkc lnden c.xkc#c.lnden
margins eydx(*) will produce marginal effects only for xkc and lnden,
which absorb also the effects produced by the interaction term. -mfx- old
command apparently reported an effect that is not clear to be right.

Further, [XT] manual (p. 234 for stata 12) refers that -pu1- cannot be
correctly handled by margins after -xtlogit, fe-. Same thing for -pc1- (p.
285 in [R]).

Is this correct or there is any other way for obtaining marginal effects
of interactions?

Any clue is appreciated.

André



On Tue, 25 Dec 2012 03:55:28 +0100, André Ferreira Coelho
<andre.f.coelho2011@novasbe.pt> wrote:
> Dear Statalist, 
> 
> I've have been trying to compute marginal effects after xtlobit, fe with
> an interaction term.  
> 
> Essentially my model is xkc_f1 = xkc lnden c.xkc1#lnden, where xkc_f1 is
a
> leading dummy variable and lnden is continuous.
> 
> And the -margins, dydx- work fine after -logit-. 
> 
> Tough, i am not sure about how to handle with xtlogit, fe. It seems that
> -predict- pu0 (which is not adequate for FE), xb and pc1 are possible
> solutions. 
> 
> However, writing
> 
> xtlogit f1.xkc xkc lndens c.xkc#c.lndens, fe
> margins, dydx(*) predict(xb)
> 
> produces the following output:
> 
> 
> Average marginal effects                          Number of obs   =     
> 63355
> Model VCE    : OIM
> 
> Expression   : Linear prediction, predict(xb)
> dy/dx w.r.t. : xkc lndens lnpinteract 2.time 3.time 4.time 5.time 6.time
> 7.time
> 
>
------------------------------------------------------------------------------
>              |            Delta-method
>              |      dy/dx   Std. Err.      z    P>|z|     [95% Conf.
> Interval]
>
-------------+----------------------------------------------------------------
>          xkc |    .406874   .0246301    16.52   0.000     .3585998   
> .4551481
>       lndens |   .1191858   .0125079     9.53   0.000     .0946708   
> .1437008
>  lnpinteract |     .03134   .0077541     4.04   0.000     .0161422   
> .0465377
> ...
> 
> While, -margins, dydx(*) predict(pc1)- generates the error message:
> "predict option pc1 not appropriate with margins"
> 
> I was wondering if margins is correctly applied and if there is any
> different way for using -pc1- option.
> 
> I know that odds-ratio are generally preferable but following Marteen
Buis
> (2010) article I was also thinking in present both EM and OR.
> 
> Thank you in advance for any answers.
> 
> André
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