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From |
"Joao Ricardo F. Lima" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Marginal effects |

Date |
Sun, 20 Apr 2008 03:18:23 -0300 |

Maarten and Statalisters, I'm having this same problem to calculate marginal effects but using mlogit. First I don't know how to calculate the xb only to the outcome==1, for example. Second I can't use normalden and I don't find the density function logistic in Stata. > #delimit ; > local xb "_b[_cons] + > _b[grade]*`mgr' + > _b[grade2]*`mgr'^2 + > _b[ttl_exp]*`mttl' + > _b[ttl_expXgrade]*`mttl'*`mgr' " ; > > > nlcom normalden(`xb') * > (_b[grade] + 2*_b[grade2]*`mgr' + > _b[ttl_expXgrade]*`mttl') ; > #delimit cr Could you please give me an advice? Thank you, Joao Ricardo 2008/3/22, Maarten buis <[email protected]>: > --- Jos� C. <[email protected]> wrote: > > Maarten specifically thinking about the case of Probit - not always > > the product of the variables includes a variable dummy. For instance, > > as independent variables some models consider: > > > > y education education(to the square) experience > > educationXexperience > > > > If I use a command as the mfx - the marginal effect just considers > > the associated coefficient the education and the correct would be: > > > > dy/d.education = 1 + 2.education(mean) + experience (mean) - if I use > > mfx with medium effects. > > > > Some statistical packages allow logical (as product of terms) > > operations and later the linearization of the equations. In Stata, I > > already have to do that creating variables before defining the > > equation. To estimate the equation in itself - that doesn't cause any > > problem but to establish marginal effects. I easily can calculate the > > marginal effects manually starting from the equation but I don't have > > s.e. or intervals of the estimates. > > As I said, I was trying to interpret your question. I assumed you had a > dummy because you refered to logical operations (AND, OR, NOT, which > result in either true (1) or false (0)) instead of arithmatic > operations (addition, multiplication, etc). > > Notice that the formula you give is the marginal effect of education on > > the linear predictor (xb) and not on the probability. Below is an > example that shows you the marginal effect of education (grade) for > average values on all explanatory variables. However, I don't think > that it is a good idea to add all kinds of non-linearities to your > model and than try to summarize the effect with one number. That > defeats the very purpose of adding those non-linearities. For instance, > you add interactions because you think that the effect of education is > different for people with different amounts of experience. By > summarizing the effect of eductation with 1 number you throw all that > information away again. > > *------------- begin example --------------------- > sysuse nlsw88, clear > > gen grade2 = grade^2 > gen ttl_expXgrade = ttl_exp*grade > probit union grade grade2 ttl_exp ttl_expXgrade > > sum grade if e(sample) > local mgr = r(mean) > sum ttl_exp if e(sample) > local mttl = r(mean) > > > #delimit ; > local xb "_b[_cons] + > _b[grade]*`mgr' + > _b[grade2]*`mgr'^2 + > _b[ttl_exp]*`mttl' + > _b[ttl_expXgrade]*`mttl'*`mgr' " ; > > > nlcom normalden(`xb') * > (_b[grade] + 2*_b[grade2]*`mgr' + > _b[ttl_expXgrade]*`mttl') ; > #delimit cr > *-------------- end example --------------------- > (For more on how to use examples I sent to the Statalist, see > http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) > > Hope this helps, > Maarten > > ----------------------------------------- > Maarten L. Buis > Department of Social Research Methodology > Vrije Universiteit Amsterdam > Boelelaan 1081 > 1081 HV Amsterdam > The Netherlands > > visiting address: > Buitenveldertselaan 3 (Metropolitan), room Z434 > > +31 20 5986715 > > http://home.fsw.vu.nl/m.buis/ > ----------------------------------------- > > > __________________________________________________________ > Sent from Yahoo! Mail. > More Ways to Keep in Touch. http://uk.docs.yahoo.com/nowyoucan.html > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- ------------------------------- Joao Ricardo Lima Professor UFPB-CCA-DCFS +553138923914 ------------------------------- * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Marginal effects***From:*Maarten buis <[email protected]>

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