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st: Postestimation after asclogit


From   Simon <sfalckstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Postestimation after asclogit
Date   Wed, 05 Jun 2013 13:43:04 +0200

Dear Statalist,

I have a problem related to postestimation after -asclogit-

Using Stata 11, I am estimating an conditional logit model using -asclogit- with 11 alternative specific variables. The regression runs well and the output is expected. So far so good.

Following the example of Cameron and Trivedi (see ref below), I compute predicted probabilities with -predict pasclogit, pr- to compare the sample averaged predicted probabilities to the sample probabilities (observed proportions of each alternative), which gives an indicating of the precision of the estimated model. However, it seems that I am unable to get standard deviations regarding the predicted probabilities of the alternatives. Can anyone think of what may be wrong?

I also have some trouble in computing marginal effects for my variable of interest (g), using -estat mfx, varlist(g)-

asclogit y g $x, case(id) casevars() alt(alternatives) basealt() vce(robust) nocons nolog or
predict pasclogit, pr
table alternatives, contents(mean y mean pasclogit sd pasclogit)
estat mfx, varlist(g)

Table of probabilities,
Alternative    mean(Y)    mean(pasclogit)  sd(pasclogit)
1                  .35           .3597599                    0
2                 .0037234  .0108259                  0
3                 .0141844  .0126832                  0
4                 .0512411  .0398555                  0
5                 .0074468  .0042902                  0
6                 .0210993  .0220582                  0
...

Reference: Cameron & Trivedi (2009) Microeconometrics using Stata, chapter 15.5.7

Thanks in advance,
Simon

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