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st: Obtaining predictions with margeff & gologit2


From   Tiainen Ossi <ossi.tiainen@aalto.fi>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Obtaining predictions with margeff & gologit2
Date   Fri, 19 Apr 2013 18:20:06 +0000

Hello,

I'm using the gologit2 generalized logistic regression/ partial proportional odds model for ordinal dependent variables. The dependent variable describes firm size and is a categorical variable with three groups, small, medium and large. Independent variables are three dummies that describe categorical firm types + some control variables.

I used margeff to get the average marginal effect coefficients (see output below), but i'm having difficulties in understanding how I could get the predicted probabilities for the three dummies in a convenient way. For mlogit the 'margins' command gives the probabilities directly, so is there some way to obtain them with gologit2 or must I use the predict command and calculate the probabilities by hand for each dummy?

If I use predict, how can I get the base probability level that the three coefficients below are compared to? What about if I use marginal effects at mean instead of average marginal effects?

Thank you for your assistance in advance! 

Best regards,
Ossi Tiainen


. margeff, dummies(Iprsv* \ Ipscl* \ Icountry* \ Inace*)

Average partial effects after gologit2

y  =3D Pr(size04)
--------------------------------------------------------------------------------
  variable  |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval=]
---------------+-----------------------------------------------------------------------+---=-----
Small        |
Iprsvinn_1 |  -.1368403   .0136474   -10.03   0.000    -.1635887   -.1100918
Iprsvinn_2 |  -.0130166   .0185622    -0.70   0.483    -.0493979    .0233646
Iprsvinn_3 |  -.0665578   .0193864    -3.43   0.001    -.1045544   -.0285611

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