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

To |
[email protected] |

Subject |
Re: st: Marginal effects |

Date |
Mon, 21 Apr 2008 12:01:42 -0300 |

Thanks Maarten, I'm going to do that. Best, Joao Lima 2008/4/20, Maarten buis <[email protected]>: > The marginal effects in -mlogit- get a bit ugly, that is the > computation is not difficult, it is just long so many opportunities to > make a typo, see for instance: > http://www.stata.com/statalist/archive/2007-09/msg00505.html > > -- Maarten > > --- "Joao Ricardo F. Lima" <[email protected]> wrote: > > > 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/ > > > > > ----------------------------------------- > 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. > A Smarter Email 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/

**References**:**Re: st: Marginal effects***From:*"Joao Ricardo F. Lima" <[email protected]>

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

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