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Re: st: Problems with Margeff


From   Richard Williams <[email protected]>
To   [email protected], "[email protected]" <[email protected]>
Subject   Re: st: Problems with Margeff
Date   Mon, 01 Nov 2010 09:06:04 -0400

Assuming you have Stata 11, why don't you use the new margins command and see what it gives you? Older commands tend to give wrong answers because they don't know when variables are interdependent, e.g. they will plug in a 1 for one of the dummies and mean values for the others, when the others should be set to zero. This handout discusses the problems with older commands like mfx and adjust when you have multiple dummies, interaction terms and squared terms. Older commands also don't let you use the new -asobserved- option which many feel is superior to plugging in means in your calculations.

http://www.nd.edu/~rwilliam/xsoc73994/Margins01.pdf

At 07:34 AM 11/1/2010, Neli Demireva wrote:

Dear Stata Users,

I am looking into migrants' transitions from unemployment to employment.

I am using a mulltinomial logistic regression for this purpose with the following syntax line: xi:mlogit activity age agesq i.famstat i.housing i.isced i.natz i.country i.anyclaim Ldurun Lmethod w1yr if L1.activity==2 & sex==1 [pw=wt], cluster(persid) baseoutcome(1)

Ldurun and Lmethod are lagged variables. The cluster option is needed because individuals are represented with more than one observation.

If I use the 'mfx' command to compute marginal effects, I get different signs of the coefficient and the m.e. estimate. I thought I will use margeff. Neither margeff, nor margeff, percent seem to be working (although I have margeff installed). Only margeff, outcome (2) produces m.e. estimates still different in sign from the coefficients.

Any ideas as to why this is happening and suggestions how to proceed?

With best wishes,

Neli




Dr. Neli Demireva
Leverhulme Post-Doctoral Researcher
Nuffield College Research Fellow
Department of Sociology
Manor Road
OX1 3UQ
Oxford
Tel: 01865 286177
http://oxforddiversityproject.weebly.com/neli-demireva.html
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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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