.- help for ^dlogit2^, ^dprobit2^, ^dmlogit2^ (31 Jan 1996) .- Marginal effects for logit, probit, and multinomial logit --------------------------------------------------------- ^dlogit2^ depvar [indepvars] [weight] [^if^ exp] [^in^ range] [ ^,^ ^at(^{expression|matname|#}^)^ ^log^ ^logit_options^ ] ^dprobit2^ depvar [indepvars] [weight] [^if^ exp] [^in^ range] [ ^,^ ^at(^{expression|matname|#}^)^ ^log^ ^probit_options^ ] ^dmlogit2^ depvar [indepvars] [weight] [^if^ exp] [^in^ range] [ ^,^ ^at(^{expression|matname|#}^)^ ^log^ ^mlogit_options^ ] ^fweight^s and ^aweight^s are allowed; see help @weights@. These commands share the features of all estimation commands; see help @est@. ^dlogit2^, ^dprobit2^, or ^dmlogit2^ typed without arguments redisplays previous results. To reset problem-size limits, see help @matsize@. Description ----------- ^dlogit2^, ^dprobit2^, and ^dmlogit2^ compute the marginal effects dP/dx from, respectively, logistic regression, probit regression, and multinomial logistic regression; see help for @logit@ and @mlogit@. ^dlogit2^, ^dprobit2^, and ^dmlogit2^ only handle dummy variables in one manner: they compute marginal effects for incremental changes from the mean. They cannot compute the discrete change in probability as dummy variables go from 0 to 1. (A future revision will add this capability.) Stata's @dprobit@ command allows changes for dummy variables to be either discrete or incremental; see help @dprobit@ for details. ^dlogit2^, ^dprobit2^, and ^dmlogit2^ post estimation results; hence, post- estimation commands such as @test@ and @lincom@ work after these commands. Options ------- ^at(^{expression|matname|#}^)^ specifies the point x at which the marginal effects are to be computed. If ^at()^ is not specified, the marginal effects are computed at the means of the indepvars. ^at(^expression^)^ can be used to compute the marginal effects at the means for a subgroup. If ^at(^expression^)^ is specified, x is set to the means of the indepvars for those observations in the estimation sample that satisfy "expression". ^at(^matname^)^ sets x to the row vector "matname". The columns of the row vector must be labeled with the names of the indepvars. ^at(^#^)^ sets x to the values of the indepvars for observation number #. This observation does not have to be part of the estimation sample. ^log^ displays the coefficients of the logistic, probit, or multinomial logistic regression (i.e., the output from ^logit^, ^probit^, or ^mlogit^) before displaying the marginal effects. logit_options are any of the options allowed with ^logit^; see help @logit@. probit_options are any of the options allowed with ^probit^; see help @probit@. mlogit_options are any of the options allowed with ^mlogit^; see help @mlogit@. Examples -------- . ^dlogit2 employ educ age race1 race2 sex^ . ^dlogit2^ . ^dprobit2 employ educ age race1 race2 sex, log^ . ^dmlogit2 job educ age race1 race2 sex, basecategory(1)^ To compute the marginal effects at the means for black men: . ^dlogit2 employ educ age race1 race2 sex, at(race1==1 & sex==1)^ . ^dprobit2 employ educ age race1 race2 sex, at(race1==1 & sex==1)^ . ^dmlogit2 job educ age race1 race2 sex, at(race1==1 & sex==1)^ To compute the marginal effects at educ==12, age==40, race1==1, race2==0, and sex==1: . ^matrix x = (12, 40, 1, 0, 1)^ . ^matrix colnames x = educ age race1 race2 sex^ . ^dlogit2 employ educ age race1 race2 sex, at(x)^ . ^dprobit2 employ educ age race1 race2 sex, at(x)^ . ^dmlogit2 job educ age race1 race2 sex, at(x)^ To compute the marginal effects at the values of the indepvars for observation 501: . ^dmlogit2 job educ age race1 race2 sex in 1/500, at(501)^ To compute the marginal effects at the values of the indepvars for the person with id==173: . ^dmlogit2 job educ age race1 race2 sex, at(id==173)^ Author ------ Bill Sribney Stata Corporation 702 University Drive East College Station, TX 77840 Phone: 409-696-4600 800-782-8272 Fax: 409-696-4601 email: tech-support@@stata.com Also see -------- Manual: ^[U] 23 Estimation and post-estimation commands,^ ^[U] 29 Overview of model estimation in Stata,^ ^[R] probit^ On-line: help for @est@, @postest@; @logit@, @mlogit@, @probit@