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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: how to get marginal effect when dependent variable has ln function? |

Date |
Tue, 23 Jun 2009 12:30:51 +0000 (GMT) |

--- On Tue, 23/6/09, gjhxmu@sina.com 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/ ----------------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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