st: Predicted probabilities for different x values after xtlogit, fe

[joachim Wagner <wagner@uni-lueneburg.de>]

> > Dear listers,
> >
> > I am currently reading a paper reporting results from a fixed-effects 
> > logit model (estimated with Stata). Some of the estimated regression 
> > coefficients are highly statistically significant, and the author 
> > concludes from the prob-values reported that these variables are highly 
> > important. Unfortunately, this interpretation is based on the statistical 
> > significance alone. What I would like to do is the following: I would 
> > like to compute the predicted probability for a hypothetical unit 
> > (here:plant) with average values for all the exogenous variables, and 
> > then I would like to change - one by one - the values of the 
> > statistically significant variables and to compute the predicted 
> > probabilities for these hypothetical units to see how much these 
> > predicted probabilities change. In this way I hope to learn whether the 
> > statistically significant variables are really important in the sense 
> > that a reasonable change in their value have a large impact on the 
> > predicted probability. I usually do this kind of "simulation" when I work 
> > with simple probit models.
> >
> > Question: Using Stata 8.1, how can I do what I want to do based on the 
> > output from xtlogit, fe (and a table of descriptive statistics for the 
> > variables included in the model) alone - without having access to the 
> > data used to estimate the model? Is this possible at all?
> >
> > If it should not be possible, how would I do all this when I would have 
> > access to the data? (Maybe, I can contact the author and convince him to 
> > perform this exercise if I could send him a do-file ....)
> >
> > Many thanks in advance!
> >
> > Joachim
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