----- Original Message -----
From: "Clive Nicholas" <[email protected]>
To: <[email protected]>
Sent: Wednesday, November 12, 2003 5:14 PM
Subject: Re: st: beginnerXs ask about Xtlogit probabilities
> I echo this query for -xtprobit- and -xtgee-, but I daresay that such neat
> commands do not yet exist in Stata 8 as they do for -logit-, -probit-,
> etc. I sincerely hope I'm wrong, because I wouldn't mind using such
> conversions myself at present!! :-)
>
> C.
>
> > Hi all Stata users,
> > as I said in the subject, I am still learnig how to
> > use stata. I�m using Xtlogit, fixed effects for
> > estimating panel data, and I don�t know how to replace
> > the betas for it�s marginal probabilities. Is there
> > any command like dprobit for panel data�s logit?
> >
> > Thanks
> >
> > best regards,
> > Nick
> >
-mfx compute- will work after -xtlogit, fe- with the predict(pu0) option.
The pu0 comes from -clogit- which also estimates conditional fixed-effects logit
models.
For example:
. webuse union
(NLS Women 14-24 in 1968)
. qui xtlogit union age grade south, fe i(id)
. mfx compute, predict(pu0)
Marginal effects after clogit
y = Pr(union|fixed effect is 0) (predict, pu0)
= .79024722
------------------------------------------------------------------------------
variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
---------+--------------------------------------------------------------------
age | .0028229 .00116 2.44 0.015 .000555 .005091 30.538
grade | .0141407 .00312 4.53 0.000 .008019 .020262 12.7934
south*| -.1301144 .04335 -3.00 0.003 -.215084 -.045145 .381388
------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
-mfx compute- will also work after -xtprobit- and -xtgee-.
Hope this helps,
Scott
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