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Re: st: gllamm, marginal effects and hierarchical clustering


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: gllamm, marginal effects and hierarchical clustering
Date   Thu, 17 Aug 2006 12:22:43 -0500

BTW, hierarchical clustering refers to a specific multivariate
procedure, see -help cluster-. So your subject will be misleading to
many.

Yes, generally -mfx- should work, although I tend to think it relies
on -predict-, while -gllamm- uses its own -gllapred- commands.

On 8/15/06, Nikos Nikiforakis <[email protected]> wrote:
Dear all,

I have the following problem and I would really be grateful to anyone
who can provide me with an answer.

I am using gllamm to estimate a probit with hierarchical clustering
(of the type pupil-school). However, I need to get the marginal
effects of the independent variables (and the respective standard
errors). Does anyone know how to do this?

Alternatively, do you know of another way to do a probit with
hierarchical clustering in STATA (that is, by using any of the
'standard' commands and not gllamm)?

--
Stas Kolenikov
http://stas.kolenikov.name
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