Re: st: Marginal effect after -clogit- and -xtlogit-

[Steven Samuels <sjhsamuels@earthlink.net>]

Maarten is correct: -predict(pu0)- gives the predicted probability  
when the intercept is zero.  However, zero may not be a plausible  
value.  For example: consider an unconditional model Y= logit(P) = a  
+ ln(2)X, corresponding to OR = 2.0, for a one-unit increase in X.   
If the likely range of probabilities is 0.01 to 0.30, the  
corresponding range of Y is about -4.60 to -0.85.  If X > -1, then a  
= 0 is not possible.

-Steve
On Feb 6, 2009, at 3:01 PM, Maarten buis wrote:

> --- On Fri, 6/2/09, Supnithadnaporn, Anupit wrote:
> > I analyze the data using both -clogit- and -xtlogit fe-
> > commands. I would like to get the marginal effect of each
> > independent variables in the model. However, -mfx- command
> > does not work after both -clogit- and -xtlogit fe-, giving
> > the error
> >
> > predict() expression  unsuitable for marginal effect
> > calculation
> > r(119);
> >
> > Would anyone please suggest me how to get the marginal
> > effect after running -clogit- and -xtlogit fe-?
>
> -mfx, predict(pu0)-
>
> >
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