--- On Tue, 23/6/09, [email protected] wrote:
> Austin mentioned that "Each observation may have a
> different marginal effect of x1 on y".
>
> I doubt that and I calculate below:
>
> So as long as x1 changes one unit, the change percent of y
> is constant, not vary with various levels of x1.
The marginal effect usually means the additive change in y
for a unit change in x rather than the percentage change in
y for a unit change in x. So Austin is right for the usual
definition of marginal effects. However that does not mean
that the percentage change in y for a unit change in x is
a wrong way of representing the size of the effect, it is
only not a marginal effect.
> However, why are the results of -reg- and -glm- different?
With -glm- you will also have to specify the -eform- option,
though this still will give slighly different results. This
due to the fact that the -regress- output will in this case
give the percentage change in the geometric mean of y for a
unit change in x, while -glm- will give the percentage
change in the arithmatic mean of y for a unit change in x.
This was discussed in the refference which I gave you
yesterday and is freely downloadable.
-- Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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