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st: RE: question from statalist


From   Maarten buis <[email protected]>
To   stata list <[email protected]>
Subject   st: RE: question from statalist
Date   Thu, 9 Apr 2009 08:48:34 +0000 (GMT)

--- On Wed, 8/4/09, Paley, Irina wrote:
> I have two specifications-- with state dummies and without.
> When I include state dummies, stata issues an error after
> margeff saying:
>
> estimates post: matrix has missing values

Did you leave out the reference category when estimating
your model?

> Question number 2 is the following. When I don't
> include state dummies, stata computes margeff and shows it
> to be positive, while the coefficient itself is negative
> (and mfx estimate is negative). What are the conditions
> under which this can take place? I thought that unlike
> magnitudes, the direction of the coefficients should stay
> the same whichever way we estimate the marginal effects...

It is actually possible for the marginal effects in models
like -mlogit-, -oprobit-, or -ologit- to have a different
sign than the coefficient, but I would not expect -mfx-
and -margeff- to produce different signs.

-margeff- shows an extra panel of output for the reference
category of the outcome variable in the first panel, so the
first panel in -margeff- does not correspond with -mfx-
with the -predict(pr eq(#1))- option. As a consequence it
is very easy to compare the wrong panels. Maybe that is
what is going on here.

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.soziologie.uni-tuebingen.de/Institut/MitarbInst/MBuis.html
-----------------------------------------



      

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