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st: gllamm, gllapred, and marginal effects
From 
 
richard boylan <[email protected]> 
To 
 
[email protected] 
Subject 
 
st: gllamm, gllapred, and marginal effects 
Date 
 
Wed, 8 Dec 2010 10:51:26 -0600 
I am trying to obtain the marginal effect after using gllamm.
I have looked at prior posts which explain that one cannot use the command mfx
and one should instead use the command gllapred.
However, I don't quite see how it is equivalent.
I am putting an example next that I ran with STATA 10.
use http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12.dta
gen gm = (matach > 10)
logit gm minority female
mfx
gives me
variable |      dy/dx    Std. Err.     z    P>|z|  [    95% C.I.   ]      X
---------+--------------------------------------------------------------------
minority*|  -.2380667      .01292  -18.43   0.000   -.26339 -.212743   .274739
  female*|  -.0772496      .01146   -6.74   0.000  -.099714 -.054785   .528184
------------------------------------------------------------------------------
I would like to be able to replicate this with gllamm, just to make
sure that I understand
what I am doing.
gllamm gm minority female , i(one)  link(logit)
gllapred pred, mu marg
Now my question is how do I go from here to obtaining the coefficient
for dy/dx and Std.Err.
that I obtained with mfx?
Richard
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