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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 * * 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/

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