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Re: st: Calculation of the marginal effects in multinomial logit


From   "Le Wang" <[email protected]>
To   [email protected]
Subject   Re: st: Calculation of the marginal effects in multinomial logit
Date   Wed, 27 Dec 2006 01:32:03 -0600

-margeff- calculates the average marginal effects over all the obs;
you should be able to get the marginal effects for each obs from that
command. If you don't think it's correct to calculate the marginal
effects at the mean as -mfx- does, -margeff- can be used instead.

The command and relevant materials can be found on the author's
website as follows,

http://www.bke.hu/bartus/stata.htm

Hope it helps,

Le

--
~~~~~~~~~~~~~~~~~~~~~~~~~~~
Le Wang, Ph.D.
Minnesota Population Center
University of Minnesota
(o) 612-624-5818

On 27 Dec 2006 00:17:15 -0600, [email protected] <[email protected]> wrote:
Dear Listers,

I am trying to calculate the marginal effects at every observation for a
multinomial logit model. As I understood, the mfx command in STATA
calculates the marginal effect at the mean of the independent variables,
which is not correct for multinomial logit models since marginal effects
are nonlinear in the independent variables. So I have two questions:

1. Is there an easy way to make mfx to calculate the marginal effect at
each observation instead of manually entering the values for each
observation?

2. Is there an easy way to calculate the standard errors of the marginal
effects?

Any help would be appreciated.  Thanks!


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