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st: AW: Marginal-effect calculations after 'xtlogit, fe' ?


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Marginal-effect calculations after 'xtlogit, fe' ?
Date   Tue, 29 Jun 2010 16:34:40 +0200

<> 


Also note the FAQ at http://www.stata.com/support/faqs/stat/mfx_unsuit.html




HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von
[email protected]
Gesendet: Dienstag, 29. Juni 2010 14:10
An: [email protected]
Betreff: st: Marginal-effect calculations after 'xtlogit, fe' ?

Hello all,

I understand that marginal effect calculations are only possible with the 
default random effect of xtlogit, as follows :

xtlogit, conflit txaide lpibt croiss service g txide lpop alimentpop eau, re
mfx compute, predict (pu0)

Does anyone know how to calculte such effects after a 'xtlgit, fe' ?
Thank you very much for your help.

Séverine


--------------------------------------------------
From: <[email protected]>
Sent: Friday, June 25, 2010 5:53 PM
To: <[email protected]>
Subject: Marginal-effect calculations and prediction tests with xtlogit 
command

> Hello,
>
> I'm trying to calculate marginal effects after the estimation of a FE 
> logit model, and to obtain predictions... without success.
> I'm working on the economic determinants of conflict onset and duration in

> 10 African countries, therefore estimating with panel data, and performing

> tests on Stata 10.1. Below is my do file :
>
> **Panel logit test on conflict onset/duration in African countries
> log using Conflit, replace
> set memory 18m
> use ConflitAfrique
> tsset pays temps, yearly
> gen conflit1 = L.conflit
> gen txaide = aide/pib
> gen txaide3 = log(0.2*(L.txaide+L2.txaide+L3.txaide))
> gen lpibt = log(pib/pop)
> gen txpib = (pib-L.pib)/L.pib
> gen croiss = L.txpib
> gen txdette = dette/pib
> gen txide = ide/pib
> gen lpop = log(L.pop)
> gen txaliment = (aliment-L.aliment)/L.aliment
> gen txpop = (pop-L.pop)/L.pop
> gen alimentpop = L.txaliment/L.txpop
> gen leau = log(eau)
> gen pibus3 = log(0.2*(L.pibus+L2.pibus+L3.pibus))
> gen pibfr3 = log(0.2*(L.pibfr+L2.pibfr+L3.pibfr))
>
> ***Model of conflict onset
> *Calculation of marginal effects
> xtlogit conflit txaide lpibt croiss service g txide lpop alimentpop eau if

> conflit1==0, fe
> mfx compute
>
> /// RESULTS : default predict () is unsuitable for marginal-effect 
> calculation r(119);
>
> *Prediction Test
> xtlogit conflit conflit1 txaide lpibt croiss service txide lpop alimentpop

> ethnie eau, fe
> predict confestime
>
> /// RESULTS : (option pc1 assumed; conditional probability for single 
> outcome within group)
> (20 missing values generated)
> It seems to be working but I don't know how to display the results, as it 
> is the case with the command 'lstat' after a logit estimation.
>
>
>
> Thank you very much in advance for your help.
>
> Best Regards
> Severine
>
> ****
>
> Dr Severine BLAISE
> Senior Lecturer in economics
> University of New-Caledonia
> Department of Law-Economics-Business
> B.P. R4
> 98 851 Noumea CEDEX
> New Caledonia
>
> Web : http://www.severine-blaise.com/
> Téléphone : (687) 26 69 31    Fax : (687) 26 69 30
>  « Think green : print this message only if necessary » 

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